-55.8%
FIG vs XRT
+3.4%
-59.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.9% |
| 7D | -16.3% | +0.8% | -17.1% | -16.7% |
| 30D | -14.3% | -4.2% | -10.1% | -12.1% |
| 3M | +7.2% | +5.1% | +2.1% | +5.1% |
| 6M | -18.6% | +2.4% | -21.0% | -19.4% |
| YTD | -35.5% | +3.2% | -38.7% | -37.3% |
| 1Y | -55.8% | +1.5% | -57.3% | -54.4% |
| All | -55.8% | +3.4% | -59.2% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling