+602.8%
FICO vs ELV
+265.4%
+337.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | -15.4% | -0.3% | -15.2% | -15.3% |
| 30D | -10.4% | +2.0% | -12.3% | -10.9% |
| 3M | -22.7% | -3.5% | -19.2% | -22.1% |
| 6M | -36.8% | +40.2% | -77.0% | -44.6% |
| YTD | -44.8% | +15.8% | -60.6% | -48.7% |
| 1Y | -39.3% | +33.2% | -72.5% | -46.6% |
| 3Y | +3.7% | -6.2% | +10.0% | +0.5% |
| 5Y | +101.7% | +16.4% | +85.3% | +69.9% |
| 10Y | +602.8% | +259.8% | +343.0% | +302.2% |
| All | +602.8% | +265.4% | +337.4% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling