+45.6%
XEL vs FICO
-24.3%
+69.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | +10.0% | +3.3% | +6.7% | +9.9% |
| 3M | +4.3% | -31.7% | +36.1% | +5.0% |
| 6M | +0.5% | -34.0% | +34.4% | +1.0% |
| YTD | +10.4% | -58.3% | +68.7% | +13.1% |
| 1Y | +2.0% | -57.9% | +59.9% | +4.5% |
| 3Y | +45.6% | -24.1% | +69.6% | +43.3% |
| All | +45.6% | -24.3% | +69.8% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling