+820.5%
XLB vs FICO
+7,108.5%
-6,288.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.3% | +4.0% |
| 7D | -1.4% | -19.2% | +17.8% | +3.7% |
| 30D | -0.4% | -14.6% | +14.2% | +3.0% |
| 3M | +2.0% | -20.1% | +22.1% | +6.2% |
| 6M | +1.8% | -36.3% | +38.2% | +10.7% |
| YTD | +16.6% | -44.9% | +61.4% | +31.1% |
| 1Y | +16.9% | -38.6% | +55.6% | +26.3% |
| 3Y | +32.6% | +4.0% | +28.6% | +18.4% |
| 5Y | +35.6% | +99.5% | -63.9% | -2.8% |
| 10Y | +160.0% | +604.7% | -444.6% | +25.4% |
| All | +820.5% | +7,108.5% | -6,288.0% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling