-83.2%
FIG vs XRT
+17.9%
-101.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.5% | +0.9% |
| 7D | -12.6% | +2.5% | -15.1% | -13.4% |
| 30D | -13.8% | +10.3% | -24.1% | -17.5% |
| 3M | -16.7% | +2.4% | -19.1% | -17.8% |
| 6M | -6.1% | +10.0% | -16.1% | -9.2% |
| YTD | -48.1% | +9.5% | -57.6% | -50.4% |
| 1Y | -56.2% | +17.2% | -73.3% | -59.4% |
| All | -83.2% | +17.9% | -101.1% | -84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling