+76.9%
FICO vs ELV
+8.2%
+68.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.9% | +1.3% | -2.3% | -1.3% |
| 30D | +3.3% | +5.3% | -1.9% | +2.4% |
| 3M | -31.7% | +9.2% | -40.9% | -32.8% |
| 6M | -34.0% | +14.5% | -48.5% | -35.9% |
| YTD | -58.3% | +23.2% | -81.5% | -60.3% |
| 1Y | -57.9% | +38.0% | -96.0% | -60.9% |
| 3Y | -24.1% | -1.5% | -22.5% | -25.8% |
| All | +76.9% | +8.2% | +68.7% | +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 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