+34.7%
XLC vs FICO
+84.1%
-49.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | -6.5% | +1.7% | -8.3% | -7.2% |
| 3M | -5.6% | -35.2% | +29.6% | +0.5% |
| 6M | -9.2% | -33.7% | +24.4% | -4.8% |
| YTD | -10.6% | -58.2% | +47.6% | +2.8% |
| 1Y | -6.9% | -56.6% | +49.7% | +6.0% |
| 3Y | +59.9% | -24.0% | +83.8% | +45.4% |
| 5Y | +34.7% | +86.1% | -51.4% | -9.3% |
| All | +34.7% | +84.1% | -49.4% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling