+2,029.6%
XEL vs FICO
+78,963.7%
-76,934.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +1.7% | -0.3% | +1.9% | +1.7% |
| 30D | +10.5% | +1.7% | +8.8% | +10.1% |
| 3M | +4.9% | -35.2% | +40.1% | +7.9% |
| 6M | +0.2% | -33.7% | +33.9% | +2.4% |
| YTD | +11.3% | -58.2% | +69.5% | +17.8% |
| 1Y | +2.1% | -56.6% | +58.6% | +7.6% |
| 3Y | +45.7% | -24.0% | +69.7% | +43.9% |
| 5Y | +47.9% | +86.1% | -38.1% | +32.9% |
| 10Y | +170.7% | +522.8% | -352.1% | +118.5% |
| All | +2,029.6% | +78,963.7% | -76,934.0% | +1,204.3% |
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 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