+539.0%
XRT vs FICO
+1,895.1%
-1,356.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +9.8% | +1.7% | +8.1% | +8.2% |
| 3M | -0.2% | -35.2% | +35.0% | +10.8% |
| 6M | +8.4% | -33.7% | +42.0% | +17.2% |
| YTD | +7.5% | -58.2% | +65.7% | +33.8% |
| 1Y | +13.2% | -56.6% | +69.7% | +38.6% |
| 3Y | +52.0% | -24.0% | +76.0% | +40.5% |
| 5Y | -3.2% | +86.1% | -89.2% | -39.3% |
| 10Y | +157.1% | +522.8% | -365.7% | -9.8% |
| All | +539.0% | +1,895.1% | -1,356.1% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling