-28.9%
FICO vs ELV
-1.5%
-27.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +1.0% | +1.3% | +2.1% |
| 30D | +0.1% | +0.4% | -0.3% | +0.1% |
| 3M | -35.2% | +8.4% | -43.5% | -35.9% |
| 6M | -32.4% | +8.4% | -40.8% | -33.2% |
| YTD | -57.4% | +24.4% | -81.8% | -59.0% |
| 1Y | -58.5% | +33.5% | -92.0% | -60.5% |
| 3Y | -28.9% | -2.1% | -26.8% | -31.1% |
| All | -28.9% | -1.5% | -27.4% | -31.1% |
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