-36.3%
FICO vs ELV
+44.8%
-81.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.8% | -14.9% | -16.3% |
| 7D | -19.2% | +3.3% | -22.5% | -19.5% |
| 30D | -14.6% | +4.2% | -18.7% | -15.0% |
| 3M | -20.1% | -0.1% | -20.0% | -20.1% |
| 6M | -36.3% | +41.3% | -77.6% | -47.6% |
| All | -36.3% | +44.8% | -81.1% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling