+228.0%
XLI vs FICO
+535.6%
-307.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.3% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -0.3% | +9.4% | -9.8% | -2.9% |
| 3M | -8.4% | -30.4% | +22.0% | -3.0% |
| 6M | -2.1% | -35.1% | +33.0% | +3.8% |
| YTD | +9.6% | -56.8% | +66.4% | +27.8% |
| 1Y | +10.7% | -58.4% | +69.1% | +30.3% |
| 3Y | +71.6% | -26.7% | +98.3% | +59.5% |
| 5Y | +70.8% | +88.0% | -17.3% | +8.8% |
| 10Y | +228.0% | +545.7% | -317.8% | +24.0% |
| All | +228.0% | +535.6% | -307.6% | +24.0% |
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