+218.0%
XLE vs FICO
+99.8%
+118.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +0.3% |
| 7D | +2.2% | -19.2% | +21.4% | +3.6% |
| 30D | +11.8% | -14.6% | +26.4% | +12.8% |
| 3M | +9.8% | -20.1% | +29.9% | +11.0% |
| 6M | +15.6% | -36.3% | +51.9% | +18.9% |
| YTD | +45.3% | -44.9% | +90.1% | +51.5% |
| 1Y | +48.3% | -38.6% | +86.9% | +52.2% |
| 3Y | +55.4% | +4.0% | +51.5% | +47.9% |
| All | +218.0% | +99.8% | +118.2% | +189.8% |
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 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