+499.7%
FICO vs XHB
+252.6%
+247.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.6% |
| 7D | -0.9% | +1.3% | -2.2% | -2.3% |
| 30D | +3.3% | +7.8% | -4.5% | -2.3% |
| 3M | -31.7% | -5.5% | -26.3% | -29.5% |
| 6M | -34.0% | -2.6% | -31.4% | -34.1% |
| YTD | -58.3% | +0.4% | -58.7% | -59.9% |
| 1Y | -57.9% | -1.0% | -56.9% | -59.1% |
| 3Y | -24.1% | +37.3% | -61.4% | -46.2% |
| 5Y | +85.3% | +33.7% | +51.6% | +30.0% |
| All | +499.7% | +252.6% | +247.0% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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