+446.1%
FICO vs ELF
+357.7%
+88.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.5% |
| 7D | -0.3% | -2.7% | +2.5% | +0.2% |
| 30D | +1.7% | +6.9% | -5.2% | +0.6% |
| 3M | -35.2% | +27.2% | -62.4% | -37.9% |
| 6M | -33.7% | +84.9% | -118.5% | -40.7% |
| YTD | -58.2% | +44.5% | -102.6% | -61.4% |
| 1Y | -56.6% | -6.8% | -49.8% | -57.7% |
| 3Y | -24.0% | +14.2% | -38.2% | -34.7% |
| 5Y | +86.1% | +250.6% | -164.6% | +20.0% |
| 10Y | +522.8% | +318.0% | +204.8% | +232.8% |
| All | +446.1% | +357.7% | +88.4% | +191.7% |
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