+188.0%
XEL vs FICO
+527.0%
-339.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.4% | +2.2% | +0.2% | +2.2% |
| 30D | +8.3% | +0.1% | +8.2% | +8.1% |
| 3M | +4.2% | -35.2% | +39.3% | +8.7% |
| 6M | +3.7% | -32.4% | +36.1% | +6.7% |
| YTD | +13.1% | -57.4% | +70.5% | +23.6% |
| 1Y | +5.0% | -58.5% | +63.5% | +15.2% |
| 3Y | +55.0% | -28.9% | +83.8% | +49.1% |
| 5Y | +51.8% | +91.7% | -39.9% | +14.9% |
| All | +188.0% | +527.0% | -339.0% | +79.8% |
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