+163.2%
XEL vs FICO
+512.2%
-349.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | +10.0% | +3.3% | +6.7% | +9.2% |
| 3M | +4.3% | -31.7% | +36.1% | +8.0% |
| 6M | +0.5% | -34.0% | +34.4% | +3.6% |
| YTD | +10.4% | -58.3% | +68.7% | +21.0% |
| 1Y | +2.0% | -57.9% | +59.9% | +11.5% |
| 3Y | +45.6% | -24.1% | +69.6% | +38.0% |
| 5Y | +46.6% | +85.3% | -38.7% | +11.5% |
| All | +163.2% | +512.2% | -349.1% | +66.0% |
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