-24.1%
FICO vs XME
+84.7%
-108.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.8% |
| 7D | -0.9% | -4.5% | +3.5% | -0.4% |
| 30D | +3.3% | -10.9% | +14.2% | +4.7% |
| 3M | -31.7% | -15.3% | -16.5% | -30.4% |
| 6M | -34.0% | -24.6% | -9.3% | -31.1% |
| YTD | -58.3% | -9.6% | -48.7% | -59.0% |
| 1Y | -57.9% | +2.9% | -60.8% | -60.3% |
| 3Y | -24.1% | +86.9% | -111.0% | -42.2% |
| All | -24.1% | +84.7% | -108.7% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling