+1,548.4%
FICO vs XHB
+170.3%
+1,378.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.5% |
| 7D | +1.4% | -2.4% | +3.8% | +2.9% |
| 30D | -0.8% | +7.1% | -7.9% | -5.2% |
| 3M | -31.3% | -6.0% | -25.3% | -29.0% |
| 6M | -33.9% | +2.1% | -36.0% | -35.8% |
| YTD | -57.6% | -0.6% | -57.0% | -58.6% |
| 1Y | -59.7% | -3.3% | -56.4% | -60.0% |
| 3Y | -28.0% | +34.1% | -62.1% | -44.2% |
| 5Y | +91.0% | +28.6% | +62.4% | +49.9% |
| 10Y | +529.4% | +235.0% | +294.4% | +172.4% |
| All | +1,548.4% | +170.3% | +1,378.1% | +390.5% |
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