+46.0%
XOM vs FICO
-39.1%
+85.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | -1.9% |
| 7D | +1.8% | -19.2% | +20.9% | +1.5% |
| 30D | +5.9% | -14.6% | +20.4% | +5.7% |
| 3M | +5.6% | -20.1% | +25.7% | +5.5% |
| 6M | +7.9% | -36.3% | +44.2% | +7.8% |
| YTD | +35.2% | -44.9% | +80.0% | +35.1% |
| 1Y | +46.0% | -38.6% | +84.6% | +46.9% |
| All | +46.0% | -39.1% | +85.1% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling