+14.5%
FIX vs XRT
+16.2%
-1.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.7% | +5.7% | +9.0% |
| 7D | -7.2% | +2.5% | -9.7% | -6.9% |
| 30D | -35.1% | +10.3% | -45.4% | -36.2% |
| 3M | -34.3% | +2.4% | -36.6% | -33.4% |
| 6M | -42.9% | +10.0% | -52.9% | -45.3% |
| YTD | +19.5% | +9.5% | +9.9% | +11.8% |
| All | +14.5% | +16.2% | -1.7% | +4.1% |
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