+1,890.4%
XEL vs FICO
+104,095.6%
-102,205.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +0.6% |
| 7D | -1.0% | -19.2% | +18.2% | +0.7% |
| 30D | -1.9% | -14.6% | +12.7% | -0.8% |
| 3M | -1.9% | -20.1% | +18.2% | -0.5% |
| 6M | -7.4% | -36.3% | +28.9% | -4.7% |
| YTD | +4.1% | -44.9% | +48.9% | +8.3% |
| 1Y | +8.0% | -38.6% | +46.7% | +11.0% |
| 3Y | +48.4% | +4.0% | +44.4% | +43.6% |
| 5Y | +27.2% | +99.5% | -72.3% | +14.5% |
| 10Y | +146.8% | +604.7% | -457.9% | +98.2% |
| All | +1,890.4% | +104,095.6% | -102,205.2% | +1,099.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling