+1,127.6%
XLY vs FICO
+7,108.5%
-5,981.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.4% | +3.3% |
| 7D | -2.0% | -19.2% | +17.2% | +3.6% |
| 30D | -3.1% | -14.6% | +11.4% | +0.5% |
| 3M | -1.8% | -20.1% | +18.3% | +2.6% |
| 6M | -0.9% | -36.3% | +35.4% | +8.7% |
| YTD | -3.4% | -44.9% | +41.5% | +9.9% |
| 1Y | -1.5% | -38.6% | +37.1% | +7.2% |
| 3Y | +38.8% | +4.0% | +34.8% | +24.5% |
| 5Y | +30.5% | +99.5% | -69.0% | -6.1% |
| 10Y | +215.3% | +604.7% | -389.4% | +53.6% |
| All | +1,127.6% | +7,108.5% | -5,981.0% | +199.9% |
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