+499.7%
FICO vs EXEL
+461.0%
+38.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +3.3% | +19.0% | -15.7% | -0.2% |
| 3M | -31.7% | +33.3% | -65.0% | -35.7% |
| 6M | -34.0% | +42.9% | -76.8% | -38.9% |
| YTD | -58.3% | +58.7% | -117.1% | -62.4% |
| 1Y | -57.9% | +70.5% | -128.4% | -62.7% |
| 3Y | -24.1% | +233.8% | -257.9% | -43.1% |
| 5Y | +85.3% | +259.3% | -174.0% | +34.4% |
| All | +499.7% | +461.0% | +38.6% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling