+531.6%
FICO vs XME
+294.4%
+237.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +0.7% |
| 7D | -0.1% | +0.9% | -1.0% | -0.5% |
| 30D | +8.4% | -7.3% | +15.7% | +11.0% |
| 3M | -30.5% | -14.8% | -15.7% | -26.7% |
| 6M | -35.7% | -18.4% | -17.3% | -32.0% |
| YTD | -57.2% | -4.7% | -52.5% | -58.5% |
| 1Y | -58.4% | +5.7% | -64.1% | -61.5% |
| 3Y | -24.8% | +104.0% | -128.8% | -50.0% |
| 5Y | +79.3% | +122.4% | -43.2% | +10.5% |
| 10Y | +531.6% | +285.4% | +246.3% | +143.5% |
| All | +531.6% | +294.4% | +237.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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