+169.4%
XLV vs FICO
+671.2%
-501.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | -3.6% | +5.7% | -9.3% | -4.7% |
| 30D | -1.8% | -5.6% | +3.8% | -1.2% |
| 3M | +7.8% | -16.9% | +24.7% | +10.7% |
| 6M | +9.1% | -15.4% | +24.5% | +10.5% |
| YTD | +7.7% | -41.7% | +49.4% | +17.6% |
| 1Y | +20.4% | -38.3% | +58.7% | +28.6% |
| 3Y | +30.8% | +8.9% | +21.9% | +16.1% |
| 5Y | +34.6% | +118.3% | -83.7% | -5.0% |
| All | +169.4% | +671.2% | -501.8% | +22.7% |
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