+4,351.4%
FICO vs ELV
+2,444.2%
+1,907.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.8% | -14.9% | -16.1% |
| 7D | -19.2% | +3.3% | -22.5% | -20.1% |
| 30D | -14.6% | +4.2% | -18.7% | -15.8% |
| 3M | -20.1% | -0.1% | -20.0% | -20.5% |
| 6M | -36.3% | +41.3% | -77.6% | -44.3% |
| YTD | -44.9% | +17.4% | -62.3% | -49.0% |
| 1Y | -38.6% | +35.1% | -73.7% | -46.2% |
| 3Y | +4.0% | -3.2% | +7.2% | -0.6% |
| 5Y | +99.5% | +15.6% | +83.9% | +73.3% |
| 10Y | +604.7% | +276.8% | +327.9% | +278.0% |
| All | +4,351.4% | +2,444.2% | +1,907.2% | +1,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling