+79.6%
XOM vs FICO
-27.8%
+107.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.7% |
| 6M | +14.0% | -32.4% | +46.4% | +14.3% |
| YTD | +44.6% | -57.4% | +102.0% | +46.7% |
| 1Y | +47.8% | -58.5% | +106.3% | +50.0% |
| 3Y | +79.6% | -28.9% | +108.4% | +82.5% |
| All | +79.6% | -27.8% | +107.4% | +82.5% |
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