+127.5%
XLC vs FICO
+254.1%
-126.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +4.9% | -0.9% | +5.8% | +5.1% |
| 30D | -5.8% | +3.3% | -9.2% | -7.2% |
| 3M | -5.4% | -31.7% | +26.3% | +1.5% |
| 6M | -10.2% | -34.0% | +23.8% | -4.2% |
| YTD | -10.2% | -58.3% | +48.2% | +8.0% |
| 1Y | -5.6% | -57.9% | +52.3% | +13.0% |
| 3Y | +61.0% | -24.1% | +85.1% | +46.7% |
| 5Y | +35.2% | +85.3% | -50.1% | -15.6% |
| All | +127.5% | +254.1% | -126.5% | -4.4% |
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