+72.3%
XBI vs FICO
-39.2%
+111.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -0.9% | -15.4% | +14.5% | -0.3% |
| 30D | +2.9% | -10.4% | +13.3% | +3.3% |
| 3M | +26.2% | -22.7% | +48.9% | +26.7% |
| 6M | +30.7% | -36.8% | +67.5% | +32.0% |
| YTD | +32.9% | -44.8% | +77.7% | +36.5% |
| 1Y | +72.3% | -39.3% | +111.6% | +74.4% |
| All | +72.3% | -39.2% | +111.5% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling