+539.5%
FICO vs XME
+277.3%
+262.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +4.0% | +1.5% | +2.5% | +3.2% |
| 30D | -1.5% | -7.3% | +5.8% | +0.9% |
| 3M | -29.8% | -17.4% | -12.4% | -25.1% |
| 6M | -33.3% | -21.8% | -11.4% | -28.1% |
| YTD | -56.9% | -6.0% | -50.9% | -58.0% |
| 1Y | -59.5% | +3.8% | -63.2% | -62.2% |
| 3Y | -26.9% | +100.0% | -126.9% | -51.0% |
| 5Y | +92.9% | +116.1% | -23.2% | +20.5% |
| 10Y | +539.5% | +280.6% | +258.9% | +148.4% |
| All | +539.5% | +277.3% | +262.2% | +148.4% |
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