+181.5%
XEL vs FICO
+535.6%
-354.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +1.7% | +0.9% | +0.9% | +1.6% |
| 30D | +8.6% | +9.4% | -0.9% | +7.1% |
| 3M | +5.1% | -30.4% | +35.5% | +8.6% |
| 6M | +2.5% | -35.1% | +37.6% | +6.1% |
| YTD | +11.0% | -56.8% | +67.8% | +21.1% |
| 1Y | +2.7% | -58.4% | +61.1% | +12.7% |
| 3Y | +49.7% | -26.7% | +76.4% | +43.4% |
| 5Y | +46.1% | +88.0% | -41.9% | +11.3% |
| 10Y | +181.5% | +545.7% | -364.2% | +74.6% |
| All | +181.5% | +535.6% | -354.0% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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