+174.3%
XLE vs FICO
+605.7%
-431.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +2.9% |
| 7D | +2.2% | -19.2% | +21.4% | +6.8% |
| 30D | +11.8% | -14.6% | +26.4% | +15.0% |
| 3M | +9.8% | -20.1% | +29.9% | +13.6% |
| 6M | +15.6% | -36.3% | +51.9% | +24.7% |
| YTD | +45.3% | -44.9% | +90.1% | +62.1% |
| 1Y | +48.3% | -38.6% | +86.9% | +58.6% |
| 3Y | +55.4% | +4.0% | +51.5% | +32.6% |
| 5Y | +216.1% | +99.5% | +116.6% | +102.1% |
| All | +174.3% | +605.7% | -431.5% | +10.8% |
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