+27.4%
XLY vs FICO
+112.3%
-85.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.7% | -2.6% |
| 7D | -2.1% | -10.6% | +8.5% | 0.0% |
| 30D | -6.0% | -6.3% | +0.3% | -5.2% |
| 3M | -2.7% | -19.7% | +17.0% | +0.7% |
| 6M | -1.5% | -31.8% | +30.3% | +5.2% |
| YTD | -5.4% | -41.8% | +36.4% | +5.3% |
| 1Y | -3.8% | -36.4% | +32.6% | +2.9% |
| 3Y | +36.6% | +9.3% | +27.3% | +14.4% |
| 5Y | +27.4% | +113.0% | -85.6% | -15.0% |
| All | +27.4% | +112.3% | -85.0% | -15.0% |
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 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