+152.6%
XRT vs FICO
+544.0%
-391.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.0% |
| 7D | +2.5% | -0.1% | +2.5% | +2.4% |
| 30D | +10.3% | +8.4% | +1.9% | +7.4% |
| 3M | +2.4% | -30.5% | +32.9% | +9.5% |
| 6M | +10.0% | -35.7% | +45.7% | +18.7% |
| YTD | +9.5% | -57.2% | +66.7% | +31.3% |
| 1Y | +17.2% | -58.4% | +75.6% | +41.6% |
| 3Y | +62.0% | -24.8% | +86.8% | +49.3% |
| 5Y | -2.1% | +79.3% | -81.4% | -36.9% |
| 10Y | +152.6% | +531.6% | -379.1% | -13.2% |
| All | +152.6% | +544.0% | -391.4% | -13.2% |
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