+660.1%
XLU vs FICO
+5,549.7%
-4,889.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.6% |
| 30D | +5.6% | +9.4% | -3.8% | +3.9% |
| 3M | +2.1% | -30.4% | +32.5% | +6.0% |
| 6M | -0.9% | -35.1% | +34.2% | +3.1% |
| YTD | +4.6% | -56.8% | +61.4% | +14.7% |
| 1Y | +0.3% | -58.4% | +58.7% | +10.6% |
| 3Y | +58.6% | -26.7% | +85.3% | +54.9% |
| 5Y | +51.5% | +88.0% | -36.5% | +23.1% |
| 10Y | +159.4% | +545.7% | -386.4% | +68.8% |
| All | +660.1% | +5,549.7% | -4,889.6% | +240.5% |
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