-58.4%
FICO vs XME
+1.1%
-59.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +0.7% |
| 7D | +0.9% | -0.2% | +1.0% | +0.8% |
| 30D | +9.4% | -9.2% | +18.6% | +8.3% |
| 3M | -30.4% | -17.8% | -12.6% | -32.2% |
| 6M | -35.1% | -20.0% | -15.1% | -35.1% |
| YTD | -56.8% | -6.6% | -50.2% | -57.2% |
| 1Y | -58.4% | +1.8% | -60.2% | -59.5% |
| All | -58.4% | +1.1% | -59.5% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling