+513.3%
XRT vs FICO
+2,529.3%
-2,016.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -16.7% | +17.7% | +6.7% |
| 7D | +0.8% | -19.2% | +20.0% | +7.6% |
| 30D | -4.2% | -14.6% | +10.4% | +0.1% |
| 3M | +5.1% | -20.1% | +25.2% | +10.8% |
| 6M | +2.4% | -36.3% | +38.7% | +14.6% |
| YTD | +3.2% | -44.9% | +48.1% | +20.8% |
| 1Y | +1.5% | -38.6% | +40.1% | +12.5% |
| 3Y | +40.6% | +4.0% | +36.6% | +20.1% |
| 5Y | -1.0% | +99.5% | -100.5% | -36.8% |
| 10Y | +128.4% | +604.7% | -476.3% | -19.8% |
| All | +513.3% | +2,529.3% | -2,016.0% | -7.7% |
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