+24.0%
XLY vs FICO
+82.5%
-58.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | +3.2% | +0.9% | +2.3% | +3.0% |
| 30D | +7.3% | +9.4% | -2.2% | +4.7% |
| 3M | +1.4% | -30.4% | +31.8% | +7.2% |
| 6M | +1.1% | -35.1% | +36.2% | +7.1% |
| YTD | +2.0% | -56.8% | +58.8% | +19.1% |
| 1Y | +2.1% | -58.4% | +60.5% | +20.5% |
| 3Y | +53.8% | -26.7% | +80.5% | +40.0% |
| 5Y | +24.0% | +88.0% | -64.1% | -21.1% |
| All | +24.0% | +82.5% | -58.6% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling