+5,892.0%
FIX vs XRT
+128.5%
+5,763.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.2% |
| 7D | +6.0% | +0.8% | +5.2% | +5.4% |
| 30D | -7.2% | -4.2% | -3.1% | -4.6% |
| 3M | -15.9% | +5.1% | -20.9% | -19.7% |
| 6M | +12.7% | +2.4% | +10.3% | +9.7% |
| YTD | +72.8% | +3.2% | +69.6% | +66.9% |
| 1Y | +122.9% | +1.5% | +121.4% | +117.5% |
| 3Y | +774.3% | +40.6% | +733.8% | +571.6% |
| 5Y | +2,049.5% | -1.0% | +2,050.5% | +1,972.1% |
| All | +5,892.0% | +128.5% | +5,763.5% | +2,360.7% |
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