+142.5%
XLC vs FICO
+368.5%
-226.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +3.4% |
| 7D | -0.8% | -19.2% | +18.3% | +4.6% |
| 30D | +1.0% | -14.6% | +15.6% | +4.7% |
| 3M | -0.7% | -20.1% | +19.4% | +3.7% |
| 6M | -5.1% | -36.3% | +31.2% | +4.3% |
| YTD | -4.3% | -44.9% | +40.6% | +9.5% |
| 1Y | -0.6% | -38.6% | +38.1% | +8.3% |
| 3Y | +72.7% | +4.0% | +68.7% | +47.4% |
| 5Y | +38.0% | +99.5% | -61.5% | -11.2% |
| All | +142.5% | +368.5% | -226.1% | -3.1% |
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