+67.4%
XLI vs FICO
-24.3%
+91.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | -3.1% | +3.3% | -6.4% | -3.6% |
| 3M | -11.7% | -31.7% | +20.0% | -9.8% |
| 6M | -7.6% | -34.0% | +26.4% | -6.2% |
| YTD | +5.7% | -58.3% | +64.0% | +13.9% |
| 1Y | +7.8% | -57.9% | +65.8% | +15.9% |
| 3Y | +67.4% | -24.1% | +91.5% | +54.8% |
| All | +67.4% | -24.3% | +91.7% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling