-15.3%
FPS vs XRT
+4.7%
-20.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.1% | +14.5% | +14.4% |
| 7D | +9.5% | -1.4% | +10.9% | +8.9% |
| 30D | -33.8% | +9.8% | -43.5% | -34.5% |
| 3M | -34.9% | +3.3% | -38.1% | -33.1% |
| 6M | -42.9% | +13.6% | -56.5% | -48.4% |
| All | -15.3% | +4.7% | -20.0% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling