+47.8%
XOM vs FICO
-59.4%
+107.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.8% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | +8.2% | -35.2% | +43.4% | +7.8% |
| 6M | +14.0% | -32.4% | +46.4% | +13.9% |
| YTD | +44.6% | -57.4% | +102.0% | +43.8% |
| 1Y | +47.8% | -58.5% | +106.3% | +47.0% |
| All | +47.8% | -59.4% | +107.2% | +47.0% |
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 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