+3,553.2%
FIX vs XRT
+136.4%
+3,416.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.7% |
| 7D | +9.4% | +1.7% | +7.7% | +8.3% |
| 30D | -27.8% | +7.5% | -35.3% | -32.2% |
| 3M | -35.6% | +2.2% | -37.7% | -37.5% |
| 6M | -45.2% | +14.7% | -59.9% | -51.6% |
| YTD | +19.5% | +7.5% | +12.0% | +10.5% |
| 1Y | +24.2% | +14.1% | +10.1% | +9.9% |
| 3Y | +494.2% | +58.8% | +435.4% | +313.7% |
| 5Y | +1,036.1% | -3.9% | +1,040.1% | +1,011.1% |
| All | +3,553.2% | +136.4% | +3,416.8% | +1,387.4% |
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 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