+1,049.0%
FIX vs XRT
-1.7%
+1,050.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -13.9% | +4.1% | -18.0% | -16.4% |
| 30D | -35.5% | +9.9% | -45.5% | -39.8% |
| 3M | -33.9% | +2.3% | -36.2% | -35.6% |
| 6M | -43.3% | +9.6% | -52.9% | -47.7% |
| YTD | +18.7% | +9.1% | +9.5% | +9.9% |
| 1Y | +13.8% | +16.2% | -2.5% | +0.9% |
| 3Y | +495.0% | +60.1% | +434.9% | +335.3% |
| 5Y | +1,049.0% | -0.5% | +1,049.5% | +997.8% |
| All | +1,049.0% | -1.7% | +1,050.7% | +997.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling