+545.7%
FICO vs EXEL
+363.4%
+182.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | +9.4% | +17.9% | -8.5% | +5.8% |
| 3M | -30.4% | +33.3% | -63.7% | -34.5% |
| 6M | -35.1% | +46.6% | -81.7% | -40.3% |
| YTD | -56.8% | +61.0% | -117.8% | -61.3% |
| 1Y | -58.4% | +70.4% | -128.8% | -63.2% |
| 3Y | -26.7% | +236.1% | -262.8% | -45.6% |
| 5Y | +88.0% | +284.8% | -196.8% | +33.0% |
| 10Y | +545.7% | +348.4% | +197.3% | +341.3% |
| All | +545.7% | +363.4% | +182.3% | +341.3% |
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