+132.2%
XRT vs FDS
+127.0%
+5.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -0.4% | -2.6% | +2.1% | +0.5% |
| 30D | +7.5% | +14.1% | -6.5% | +2.3% |
| 3M | +2.3% | +19.8% | -17.4% | -5.0% |
| 6M | +12.8% | +55.0% | -42.1% | -7.2% |
| YTD | +7.1% | +15.9% | -8.8% | -1.9% |
| 1Y | +12.3% | +24.2% | -11.9% | -0.7% |
| 3Y | +57.0% | -24.0% | +81.0% | +70.9% |
| 5Y | -4.3% | -23.3% | +19.0% | +2.3% |
| All | +132.2% | +127.0% | +5.3% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling