+9,230.3%
FIX vs XRT
+540.1%
+8,690.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.8% | -8.8% | -9.4% |
| 7D | -27.2% | +2.3% | -29.6% | -29.2% |
| 30D | -46.9% | +9.8% | -56.7% | -51.4% |
| 3M | -44.4% | -0.2% | -44.2% | -45.4% |
| 6M | -50.9% | +8.4% | -59.3% | -55.3% |
| YTD | +3.5% | +7.5% | -4.0% | -5.1% |
| 1Y | -2.1% | +13.2% | -15.3% | -13.9% |
| 3Y | +418.7% | +52.0% | +366.7% | +260.0% |
| 5Y | +894.6% | -3.2% | +897.7% | +844.9% |
| 10Y | +3,465.5% | +157.1% | +3,308.4% | +1,287.4% |
| All | +9,230.3% | +540.1% | +8,690.2% | +1,515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling