+133.2%
XRT vs FICO
+527.0%
-393.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.7% | +2.2% | -0.5% | +1.2% |
| 30D | +7.5% | +0.1% | +7.4% | +7.1% |
| 3M | +2.2% | -35.2% | +37.3% | +11.6% |
| 6M | +14.7% | -32.4% | +47.0% | +21.8% |
| YTD | +7.5% | -57.4% | +64.9% | +29.1% |
| 1Y | +14.1% | -58.5% | +72.7% | +38.1% |
| 3Y | +58.8% | -28.9% | +87.6% | +49.3% |
| 5Y | -3.9% | +91.7% | -95.6% | -39.7% |
| All | +133.2% | +527.0% | -393.8% | -23.9% |
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