+149.4%
XBI vs FICO
+544.0%
-394.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.3% |
| 7D | +3.2% | -0.1% | +3.2% | +3.1% |
| 30D | +2.0% | +8.4% | -6.4% | -1.2% |
| 3M | -0.3% | -30.5% | +30.2% | +7.4% |
| 6M | +16.6% | -35.7% | +52.3% | +25.9% |
| YTD | +28.8% | -57.2% | +86.0% | +57.3% |
| 1Y | +44.6% | -58.4% | +103.0% | +78.3% |
| 3Y | +137.1% | -24.8% | +161.9% | +110.1% |
| 5Y | +22.8% | +79.3% | -56.5% | -30.6% |
| 10Y | +149.4% | +531.6% | -382.2% | -30.1% |
| All | +149.4% | +544.0% | -394.5% | -30.1% |
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