+6,414.7%
FICO vs EXEL
+334.5%
+6,080.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.5% | +1.8% |
| 7D | -0.3% | +3.8% | -4.0% | -0.9% |
| 30D | +1.7% | +17.8% | -16.1% | -1.0% |
| 3M | -35.2% | +21.2% | -56.4% | -37.3% |
| 6M | -33.7% | +54.7% | -88.3% | -38.5% |
| YTD | -58.2% | +56.8% | -114.9% | -61.4% |
| 1Y | -56.6% | +70.2% | -126.8% | -60.5% |
| 3Y | -24.0% | +227.2% | -251.2% | -39.0% |
| 5Y | +86.1% | +254.9% | -168.8% | +45.9% |
| 10Y | +522.8% | +476.9% | +45.9% | +322.9% |
| All | +6,414.7% | +334.5% | +6,080.2% | +2,768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling