+602.8%
FICO vs EXEL
+400.1%
+202.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | +8.4% | -27.6% | -20.4% |
| 30D | -14.6% | +4.1% | -18.7% | -15.3% |
| 3M | -20.1% | +12.4% | -32.5% | -22.0% |
| 6M | -36.3% | +41.5% | -77.9% | -40.8% |
| YTD | -44.9% | +34.6% | -79.5% | -48.4% |
| 1Y | -38.6% | +57.9% | -96.5% | -44.6% |
| 3Y | +4.0% | +159.5% | -155.5% | -17.1% |
| 5Y | +99.5% | +198.5% | -99.0% | +52.1% |
| All | +602.8% | +400.1% | +202.7% | +408.2% |
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