+178.4%
XOM vs FICO
+606.0%
-427.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | +1.1% |
| 7D | +1.8% | -19.2% | +20.9% | +5.1% |
| 30D | +5.9% | -14.6% | +20.4% | +8.1% |
| 3M | +5.6% | -20.1% | +25.7% | +8.3% |
| 6M | +7.9% | -36.3% | +44.2% | +14.3% |
| YTD | +35.2% | -44.9% | +80.0% | +46.9% |
| 1Y | +46.0% | -38.6% | +84.6% | +53.7% |
| 3Y | +55.0% | +4.0% | +51.0% | +37.2% |
| 5Y | +246.3% | +99.5% | +146.8% | +146.4% |
| All | +178.4% | +606.0% | -427.6% | +37.9% |
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 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