+3.1%
FICO vs ELV
-4.6%
+7.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.8% | -14.9% | -16.4% |
| 7D | -19.2% | +3.3% | -22.5% | -19.5% |
| 30D | -14.6% | +4.2% | -18.7% | -15.1% |
| 3M | -20.1% | -0.1% | -20.0% | -20.2% |
| 6M | -36.3% | +41.3% | -77.6% | -39.7% |
| YTD | -44.9% | +17.4% | -62.3% | -46.6% |
| 1Y | -38.6% | +35.1% | -73.7% | -41.7% |
| All | +3.1% | -4.6% | +7.7% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling