+123.7%
XRT vs FDS
+77.6%
+46.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.6% |
| 7D | -0.3% | -5.4% | +5.1% | +1.8% |
| 30D | -5.6% | +1.6% | -7.2% | -6.4% |
| 3M | +2.5% | +17.7% | -15.2% | -4.8% |
| 6M | +3.7% | +29.1% | -25.4% | -8.8% |
| YTD | +1.0% | +1.0% | 0.0% | -2.2% |
| 1Y | -1.2% | -21.6% | +20.4% | +6.5% |
| 3Y | +43.4% | -30.1% | +73.5% | +60.5% |
| 5Y | -0.7% | -20.7% | +20.0% | +3.6% |
| 10Y | +123.7% | +78.3% | +45.4% | +53.4% |
| All | +123.7% | +77.6% | +46.1% | +53.4% |
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