+212.4%
XLY vs FICO
+651.8%
-439.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | +0.2% |
| 7D | -3.9% | -14.1% | +10.3% | +0.1% |
| 30D | -6.1% | -7.5% | +1.4% | -4.7% |
| 3M | -1.2% | -21.3% | +20.1% | +4.1% |
| 6M | -1.8% | -25.2% | +23.5% | +3.4% |
| YTD | -5.9% | -43.2% | +37.3% | +8.0% |
| 1Y | -3.1% | -37.2% | +34.1% | +5.5% |
| 3Y | +36.0% | +6.8% | +29.2% | +14.0% |
| 5Y | +27.6% | +112.8% | -85.3% | -22.0% |
| All | +212.4% | +651.8% | -439.4% | +7.5% |
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 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