+234.4%
XLF vs FICO
+544.0%
-309.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.3% | +0.8% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +6.0% | +8.4% | -2.5% | +3.2% |
| 3M | +1.0% | -30.5% | +31.5% | +7.7% |
| 6M | +14.0% | -35.7% | +49.7% | +22.2% |
| YTD | +7.2% | -57.2% | +64.4% | +27.3% |
| 1Y | +11.6% | -58.4% | +70.0% | +33.5% |
| 3Y | +81.2% | -24.8% | +106.0% | +68.5% |
| 5Y | +57.9% | +79.3% | -21.4% | +2.1% |
| 10Y | +234.4% | +531.6% | -297.2% | +28.7% |
| All | +234.4% | +544.0% | -309.5% | +28.7% |
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