+3,264.1%
FICO vs ELV
+2,568.9%
+695.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -0.9% | +1.3% | -2.3% | -1.5% |
| 30D | +3.3% | +5.3% | -1.9% | +1.4% |
| 3M | -31.7% | +9.2% | -40.9% | -33.9% |
| 6M | -34.0% | +14.5% | -48.5% | -37.7% |
| YTD | -58.3% | +23.2% | -81.5% | -62.2% |
| 1Y | -57.9% | +38.0% | -96.0% | -63.4% |
| 3Y | -24.1% | -1.5% | -22.5% | -27.8% |
| 5Y | +85.3% | +8.5% | +76.8% | +65.7% |
| 10Y | +520.3% | +309.5% | +210.8% | +222.8% |
| All | +3,264.1% | +2,568.9% | +695.2% | +1,031.5% |
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