+32.9%
XLV vs FICO
-57.1%
+90.0%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.3% |
| 7D | +5.5% | +0.4% | +5.1% | +5.5% |
| 30D | +13.3% | +1.7% | +11.7% | +13.0% |
| 3M | +17.4% | -33.0% | +50.5% | +20.5% |
| 6M | +32.1% | -33.9% | +66.0% | +35.9% |
| YTD | +24.0% | -58.5% | +82.6% | +33.1% |
| 1Y | +32.9% | -56.4% | +89.2% | +40.3% |
| All | +32.9% | -57.1% | +90.0% | +40.3% |
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