+101.7%
FICO vs ELV
+15.3%
+86.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.8% | -14.9% | -16.4% |
| 7D | -19.2% | +3.3% | -22.5% | -19.6% |
| 30D | -14.6% | +4.2% | -18.7% | -15.2% |
| 3M | -20.1% | -0.1% | -20.0% | -20.2% |
| 6M | -36.3% | +41.3% | -77.6% | -40.6% |
| YTD | -44.9% | +17.4% | -62.3% | -47.0% |
| 1Y | -38.6% | +35.1% | -73.7% | -42.6% |
| 3Y | +4.0% | -3.2% | +7.2% | +1.6% |
| All | +101.7% | +15.3% | +86.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling