+152.2%
XLE vs FICO
+84.1%
+68.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.0% |
| 7D | -10.3% | -0.3% | -10.1% | -10.3% |
| 30D | -3.3% | +1.7% | -5.0% | -3.6% |
| 3M | +8.2% | -35.2% | +43.4% | +10.6% |
| 6M | +5.0% | -33.7% | +38.7% | +6.6% |
| YTD | +40.6% | -58.2% | +98.7% | +48.4% |
| 1Y | +45.0% | -56.6% | +101.6% | +52.3% |
| 3Y | +56.3% | -24.0% | +80.3% | +51.7% |
| 5Y | +152.2% | +86.1% | +66.2% | +109.6% |
| All | +152.2% | +84.1% | +68.2% | +109.6% |
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