+142.9%
XEL vs FICO
+606.0%
-463.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +1.4% |
| 7D | -1.0% | -19.2% | +18.2% | +1.7% |
| 30D | -1.9% | -14.6% | +12.7% | -0.2% |
| 3M | -1.9% | -20.1% | +18.2% | +0.2% |
| 6M | -7.4% | -36.3% | +28.9% | -2.9% |
| YTD | +4.1% | -44.9% | +48.9% | +11.4% |
| 1Y | +8.0% | -38.6% | +46.7% | +12.9% |
| 3Y | +48.4% | +4.0% | +44.4% | +35.8% |
| 5Y | +27.2% | +99.5% | -72.3% | -1.4% |
| All | +142.9% | +606.0% | -463.1% | +48.9% |
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