+850.5%
XLB vs FICO
+5,320.6%
-4,470.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.7% | +3.3% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +8.9% | +1.7% | +7.2% | +7.7% |
| 3M | +4.1% | -33.0% | +37.2% | +11.9% |
| 6M | +7.3% | -33.9% | +41.2% | +14.0% |
| YTD | +20.4% | -58.5% | +78.9% | +42.2% |
| 1Y | +29.5% | -56.4% | +85.9% | +50.7% |
| 3Y | +44.9% | -24.7% | +69.6% | +37.8% |
| 5Y | +36.6% | +83.1% | -46.5% | -2.9% |
| 10Y | +183.5% | +517.2% | -333.7% | +38.0% |
| All | +850.5% | +5,320.6% | -4,470.1% | +160.1% |
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 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