+143.2%
XLU vs FICO
+647.8%
-504.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -2.0% |
| 7D | +0.6% | -10.6% | +11.2% | +2.0% |
| 30D | -0.4% | -6.3% | +5.9% | +0.1% |
| 3M | -1.7% | -19.7% | +18.0% | +0.6% |
| 6M | -7.1% | -31.8% | +24.7% | -3.2% |
| YTD | +1.9% | -41.8% | +43.8% | +9.0% |
| 1Y | +6.1% | -36.4% | +42.5% | +10.7% |
| 3Y | +48.8% | +9.3% | +39.5% | +33.8% |
| 5Y | +43.8% | +113.0% | -69.2% | +7.4% |
| 10Y | +143.2% | +665.4% | -522.3% | +40.3% |
| All | +143.2% | +647.8% | -504.6% | +40.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling