+53.4%
XLV vs FICO
+82.5%
-29.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +2.6% | +0.9% | +1.8% | +2.5% |
| 30D | +10.6% | +9.4% | +1.1% | +9.3% |
| 3M | +12.6% | -30.4% | +43.0% | +16.1% |
| 6M | +32.7% | -35.1% | +67.8% | +37.4% |
| YTD | +23.5% | -56.8% | +80.3% | +33.9% |
| 1Y | +30.4% | -58.4% | +88.8% | +42.0% |
| 3Y | +57.3% | -26.7% | +83.9% | +53.2% |
| 5Y | +53.4% | +88.0% | -34.6% | +26.0% |
| All | +53.4% | +82.5% | -29.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling