-56.6%
FIG vs XRT
-1.4%
-55.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.5% |
| 7D | -16.4% | -0.3% | -16.1% | -16.2% |
| 30D | -2.3% | -5.6% | +3.3% | +0.9% |
| 3M | +7.8% | +2.5% | +5.3% | +7.2% |
| 6M | -21.8% | +3.7% | -25.5% | -23.3% |
| YTD | -39.1% | +1.0% | -40.1% | -40.1% |
| 1Y | -56.6% | -1.2% | -55.4% | -54.1% |
| All | -56.6% | -1.4% | -55.3% | -54.1% |
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