+149.9%
XLE vs FICO
+81.4%
+68.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -12.0% | -0.9% | -11.1% | -11.9% |
| 30D | -2.7% | +3.3% | -6.1% | -3.1% |
| 3M | +6.6% | -31.7% | +38.3% | +8.5% |
| 6M | +9.5% | -34.0% | +43.5% | +11.2% |
| YTD | +40.6% | -58.3% | +98.9% | +48.4% |
| 1Y | +43.6% | -57.9% | +101.5% | +51.3% |
| 3Y | +58.1% | -24.1% | +82.1% | +53.4% |
| All | +149.9% | +81.4% | +68.5% | +110.4% |
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