+139.0%
XBI vs FICO
+535.6%
-396.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.5% |
| 7D | +0.1% | +0.9% | -0.8% | -0.3% |
| 30D | +0.8% | +9.4% | -8.6% | -2.6% |
| 3M | -1.9% | -30.4% | +28.5% | +5.7% |
| 6M | +15.2% | -35.1% | +50.3% | +24.1% |
| YTD | +27.3% | -56.8% | +84.1% | +55.1% |
| 1Y | +41.5% | -58.4% | +99.9% | +74.5% |
| 3Y | +133.1% | -26.7% | +159.8% | +109.2% |
| 5Y | +23.7% | +88.0% | -64.4% | -31.6% |
| 10Y | +139.0% | +545.7% | -406.7% | -34.8% |
| All | +139.0% | +535.6% | -396.6% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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