-59.5%
FICO vs ELV
+42.8%
-102.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.0% | -1.1% | +5.1% | +4.2% |
| 30D | -1.5% | +1.8% | -3.3% | -1.7% |
| 3M | -29.8% | +10.5% | -40.3% | -30.7% |
| 6M | -33.3% | +13.5% | -46.7% | -34.7% |
| YTD | -56.9% | +24.3% | -81.2% | -59.5% |
| 1Y | -59.5% | +38.9% | -98.4% | -63.3% |
| All | -59.5% | +42.8% | -102.2% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling