+33.3%
XLV vs FICO
+102.0%
-68.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -2.6% | -15.4% | +12.8% | -0.8% |
| 30D | +0.9% | -10.4% | +11.3% | +2.0% |
| 3M | +10.0% | -22.7% | +32.7% | +12.8% |
| 6M | +10.4% | -36.8% | +47.2% | +15.5% |
| YTD | +8.9% | -44.8% | +53.7% | +15.8% |
| 1Y | +23.4% | -39.3% | +62.7% | +28.8% |
| 3Y | +33.1% | +3.7% | +29.3% | +24.8% |
| 5Y | +33.3% | +101.7% | -68.5% | +11.5% |
| All | +33.3% | +102.0% | -68.7% | +11.5% |
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 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