+619.7%
FICO vs ELF
+357.0%
+262.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.1% | -18.8% | -17.0% |
| 7D | -19.2% | +5.4% | -24.5% | -19.9% |
| 30D | -14.6% | +27.0% | -41.6% | -18.1% |
| 3M | -20.1% | +113.2% | -133.3% | -30.0% |
| 6M | -36.3% | +36.6% | -72.9% | -40.3% |
| YTD | -44.9% | +44.2% | -89.1% | -49.1% |
| 1Y | -38.6% | -18.0% | -20.6% | -39.0% |
| 3Y | +4.0% | -19.9% | +23.9% | -4.1% |
| 5Y | +99.5% | +257.7% | -158.2% | +28.1% |
| All | +619.7% | +357.0% | +262.8% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling