+541.4%
FICO vs EXEL
+320.7%
+220.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | +0.1% | +13.1% | -13.1% | -2.5% |
| 3M | -35.2% | +36.3% | -71.5% | -39.3% |
| 6M | -32.4% | +34.5% | -66.9% | -36.7% |
| YTD | -57.4% | +57.4% | -114.8% | -61.6% |
| 1Y | -58.5% | +62.9% | -121.5% | -63.0% |
| 3Y | -28.9% | +229.5% | -258.4% | -47.0% |
| 5Y | +91.7% | +281.2% | -189.5% | +35.8% |
| All | +541.4% | +320.7% | +220.7% | +337.5% |
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