+101.7%
FICO vs XME
+176.2%
-74.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -16.7% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -14.6% | +6.0% | -20.6% | -16.0% |
| 3M | -20.1% | -7.7% | -12.4% | -18.5% |
| 6M | -36.3% | +1.0% | -37.3% | -37.3% |
| YTD | -44.9% | +14.6% | -59.5% | -48.6% |
| 1Y | -38.6% | +46.0% | -84.6% | -48.2% |
| 3Y | +4.0% | +127.0% | -123.0% | -28.3% |
| All | +101.7% | +176.2% | -74.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling