+72.9%
XOM vs FICO
-24.3%
+97.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -11.4% | -0.9% | -10.5% | -11.4% |
| 30D | +1.1% | +3.3% | -2.2% | +1.0% |
| 3M | +7.8% | -31.7% | +39.5% | +8.2% |
| 6M | +13.0% | -34.0% | +47.0% | +13.3% |
| YTD | +40.6% | -58.3% | +98.9% | +42.7% |
| 1Y | +49.1% | -57.9% | +107.0% | +51.2% |
| 3Y | +72.9% | -24.1% | +97.0% | +70.1% |
| All | +72.9% | -24.3% | +97.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling