+3,653.2%
FIX vs XRT
+149.4%
+3,503.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.2% | +6.6% |
| 7D | -17.5% | +0.9% | -18.3% | -18.7% |
| 30D | -41.6% | +7.9% | -49.5% | -45.5% |
| 3M | -40.6% | -0.2% | -40.4% | -41.6% |
| 6M | -49.4% | +5.6% | -54.9% | -52.7% |
| YTD | +9.2% | +5.7% | +3.5% | +2.0% |
| 1Y | +6.5% | +14.6% | -8.1% | -6.3% |
| 3Y | +448.7% | +50.7% | +398.1% | +295.3% |
| 5Y | +948.7% | -4.8% | +953.6% | +929.9% |
| All | +3,653.2% | +149.4% | +3,503.8% | +1,288.4% |
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