+649.7%
XLU vs FICO
+5,347.8%
-4,698.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | +4.8% | +3.3% | +1.5% | +3.9% |
| 3M | +0.2% | -31.7% | +31.9% | +4.2% |
| 6M | -4.3% | -34.0% | +29.6% | -0.8% |
| YTD | +3.1% | -58.3% | +61.5% | +13.7% |
| 1Y | +0.3% | -57.9% | +58.2% | +10.3% |
| 3Y | +52.9% | -24.1% | +76.9% | +48.3% |
| 5Y | +49.1% | +85.3% | -36.2% | +21.3% |
| 10Y | +146.6% | +520.3% | -373.7% | +61.4% |
| All | +649.7% | +5,347.8% | -4,698.1% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling