+531.6%
FICO vs EXEL
+445.6%
+86.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.1% |
| 7D | -0.1% | +2.3% | -2.4% | -0.6% |
| 30D | +8.4% | +19.8% | -11.4% | +4.5% |
| 3M | -30.5% | +32.7% | -63.2% | -34.5% |
| 6M | -35.7% | +49.0% | -84.7% | -41.1% |
| YTD | -57.2% | +63.7% | -120.9% | -61.7% |
| 1Y | -58.4% | +75.8% | -134.2% | -63.4% |
| 3Y | -24.8% | +241.3% | -266.1% | -44.3% |
| 5Y | +79.3% | +289.0% | -209.8% | +26.7% |
| 10Y | +531.6% | +377.6% | +154.0% | +334.8% |
| All | +531.6% | +445.6% | +86.1% | +334.8% |
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