+11.4%
FPS vs XRT
-3.1%
+14.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.2% | +4.5% |
| 7D | +10.4% | -0.3% | +10.6% | +10.5% |
| 30D | -16.5% | -5.6% | -10.9% | -13.1% |
| 3M | -45.5% | +2.5% | -48.1% | -48.2% |
| 6M | +2.1% | +3.7% | -1.6% | -5.6% |
| All | +11.4% | -3.1% | +14.5% | +18.9% |
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