+67.2%
XLI vs FICO
-24.0%
+91.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.2% |
| 7D | -4.5% | -0.3% | -4.3% | -4.5% |
| 30D | -5.3% | +1.7% | -7.0% | -5.7% |
| 3M | -12.6% | -35.2% | +22.6% | -10.2% |
| 6M | -5.3% | -33.7% | +28.4% | -3.9% |
| YTD | +5.6% | -58.2% | +63.7% | +13.7% |
| 1Y | +7.3% | -56.6% | +63.8% | +14.8% |
| All | +67.2% | -24.0% | +91.2% | +54.6% |
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 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