+91.0%
FICO vs XME
+112.8%
-21.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.1% |
| 7D | +1.4% | +5.3% | -3.9% | +0.1% |
| 30D | -0.8% | -8.2% | +7.4% | +1.2% |
| 3M | -31.3% | -18.4% | -12.9% | -27.9% |
| 6M | -33.9% | -22.8% | -11.1% | -29.8% |
| YTD | -57.6% | -7.9% | -49.7% | -58.3% |
| 1Y | -59.7% | -0.9% | -58.8% | -61.5% |
| 3Y | -28.0% | +96.0% | -124.0% | -49.4% |
| 5Y | +91.0% | +110.3% | -19.4% | +35.0% |
| All | +91.0% | +112.8% | -21.8% | +35.0% |
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