-3.2%
XRT vs FICO
+84.1%
-87.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +9.8% | +1.7% | +8.1% | +8.9% |
| 3M | -0.2% | -35.2% | +35.0% | +7.0% |
| 6M | +8.4% | -33.7% | +42.0% | +14.1% |
| YTD | +7.5% | -58.2% | +65.7% | +25.8% |
| 1Y | +13.2% | -56.6% | +69.7% | +30.9% |
| 3Y | +52.0% | -24.0% | +76.0% | +35.1% |
| 5Y | -3.2% | +86.1% | -89.2% | -38.9% |
| All | -3.2% | +84.1% | -87.2% | -38.9% |
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 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