+243.8%
XLF vs FICO
+512.2%
-268.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.3% |
| 30D | +6.3% | +3.3% | +3.0% | +4.8% |
| 3M | -0.8% | -31.7% | +30.9% | +6.2% |
| 6M | +11.0% | -34.0% | +45.0% | +17.9% |
| YTD | +5.6% | -58.3% | +64.0% | +26.3% |
| 1Y | +10.8% | -57.9% | +68.7% | +31.8% |
| 3Y | +77.8% | -24.1% | +101.9% | +64.3% |
| 5Y | +55.6% | +85.3% | -29.7% | -1.1% |
| All | +243.8% | +512.2% | -268.4% | +33.5% |
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