+207.1%
XOM vs FICO
+90.6%
+116.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -1.5% | +4.0% | -5.5% | -1.7% |
| 30D | -3.2% | -1.5% | -1.7% | -3.2% |
| 3M | +5.0% | -29.8% | +34.8% | +6.1% |
| 6M | +12.9% | -33.3% | +46.1% | +14.0% |
| YTD | +41.3% | -56.9% | +98.2% | +46.1% |
| 1Y | +43.2% | -59.5% | +102.7% | +48.6% |
| 3Y | +77.3% | -26.9% | +104.2% | +73.5% |
| All | +207.1% | +90.6% | +116.6% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling