+23.3%
XLB vs FICO
-58.5%
+81.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.3% |
| 7D | -1.6% | +4.0% | -5.6% | -1.7% |
| 30D | +7.2% | -1.5% | +8.7% | +7.2% |
| 3M | 0.0% | -29.8% | +29.8% | +0.7% |
| 6M | +2.3% | -33.3% | +35.6% | +3.2% |
| YTD | +18.4% | -56.9% | +75.3% | +24.9% |
| 1Y | +23.3% | -59.5% | +82.8% | +31.8% |
| All | +23.3% | -58.5% | +81.8% | +31.8% |
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 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