+216.9%
XLV vs FICO
+544.1%
-327.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | +4.0% | -4.3% | -1.1% |
| 30D | +9.9% | -1.5% | +11.4% | +9.8% |
| 3M | +12.9% | -29.8% | +42.7% | +18.5% |
| 6M | +33.2% | -33.3% | +66.4% | +39.9% |
| YTD | +23.6% | -56.9% | +80.5% | +40.7% |
| 1Y | +27.5% | -59.5% | +86.9% | +47.1% |
| 3Y | +57.3% | -26.9% | +84.2% | +50.0% |
| 5Y | +53.9% | +92.9% | -39.0% | +7.3% |
| 10Y | +216.9% | +539.5% | -322.6% | +46.7% |
| All | +216.9% | +544.1% | -327.2% | +46.7% |
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