+2,042.2%
FICO vs XHB
+173.9%
+1,868.3%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.0% | -17.6% | -17.3% |
| 7D | -19.2% | -1.3% | -17.9% | -18.6% |
| 30D | -14.6% | -6.9% | -7.7% | -10.9% |
| 3M | -20.1% | -1.3% | -18.8% | -20.3% |
| 6M | -36.3% | -6.8% | -29.5% | -34.8% |
| YTD | -44.9% | +0.7% | -45.6% | -46.4% |
| 1Y | -38.6% | -11.2% | -27.4% | -35.7% |
| 3Y | +4.0% | +25.3% | -21.3% | -15.6% |
| 5Y | +99.5% | +37.3% | +62.2% | +50.9% |
| 10Y | +604.7% | +211.5% | +393.2% | +218.8% |
| All | +2,042.2% | +173.9% | +1,868.3% | +534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling