+665.4%
FICO vs XHB
+202.9%
+462.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +6.4% |
| 7D | -10.6% | -1.9% | -8.7% | -9.6% |
| 30D | -6.3% | -8.3% | +2.0% | -0.8% |
| 3M | -19.7% | -7.1% | -12.6% | -16.6% |
| 6M | -31.8% | -5.3% | -26.5% | -30.9% |
| YTD | -41.8% | -3.2% | -38.7% | -42.4% |
| 1Y | -36.4% | -13.9% | -22.6% | -31.7% |
| 3Y | +9.3% | +24.9% | -15.6% | -16.7% |
| 5Y | +113.0% | +34.5% | +78.5% | +48.3% |
| 10Y | +665.4% | +215.5% | +450.0% | +147.0% |
| All | +665.4% | +202.9% | +462.5% | +147.0% |
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