+133.6%
XLC vs FICO
+260.5%
-127.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | -4.2% | -0.8% | -3.4% | -4.4% |
| 3M | -2.1% | -31.3% | +29.2% | +4.9% |
| 6M | -6.6% | -33.9% | +27.3% | -0.2% |
| YTD | -7.8% | -57.6% | +49.8% | +10.4% |
| 1Y | -4.1% | -59.7% | +55.6% | +16.5% |
| 3Y | +62.6% | -28.0% | +90.6% | +51.5% |
| 5Y | +39.6% | +91.0% | -51.3% | -13.6% |
| All | +133.6% | +260.5% | -127.0% | -2.4% |
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