+531.6%
FICO vs XHB
+271.6%
+260.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +0.3% |
| 7D | -0.1% | +1.3% | -1.4% | -1.4% |
| 30D | +8.4% | +11.8% | -3.4% | 0.0% |
| 3M | -30.5% | -3.8% | -26.7% | -29.0% |
| 6M | -35.7% | +4.1% | -39.8% | -38.6% |
| YTD | -57.2% | +4.0% | -61.1% | -59.7% |
| 1Y | -58.4% | +1.6% | -60.0% | -60.3% |
| 3Y | -24.8% | +43.2% | -68.0% | -48.3% |
| 5Y | +79.3% | +35.8% | +43.4% | +24.8% |
| 10Y | +531.6% | +259.3% | +272.4% | +84.9% |
| All | +531.6% | +271.6% | +260.1% | +84.9% |
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