+187.7%
XEL vs FICO
+524.6%
-336.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | +9.2% | -0.8% | +10.0% | +9.1% |
| 3M | +4.5% | -31.3% | +35.8% | +8.2% |
| 6M | +3.6% | -33.9% | +37.5% | +7.0% |
| YTD | +12.9% | -57.6% | +70.5% | +23.5% |
| 1Y | +4.1% | -59.7% | +63.8% | +14.7% |
| 3Y | +52.3% | -28.0% | +80.3% | +46.2% |
| 5Y | +51.6% | +91.0% | -39.4% | +14.8% |
| All | +187.7% | +524.6% | -336.9% | +79.6% |
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