+233.4%
XLY vs FICO
+527.0%
-293.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.0% | +2.2% | -0.2% | +1.4% |
| 30D | +7.6% | +0.1% | +7.5% | +7.0% |
| 3M | +1.5% | -35.2% | +36.7% | +11.5% |
| 6M | +1.5% | -32.4% | +33.8% | +7.9% |
| YTD | +1.1% | -57.4% | +58.5% | +22.8% |
| 1Y | +4.3% | -58.5% | +62.8% | +27.7% |
| 3Y | +51.8% | -28.9% | +80.6% | +41.7% |
| 5Y | +22.8% | +91.7% | -68.9% | -26.2% |
| All | +233.4% | +527.0% | -293.6% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling