+528.0%
XRT vs FDS
+792.3%
-264.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | 0.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +7.9% | +20.2% | -12.3% | -0.9% |
| 3M | -0.2% | +19.9% | -20.0% | -9.1% |
| 6M | +5.6% | +56.2% | -50.6% | -17.3% |
| YTD | +5.7% | +14.6% | -8.9% | -5.9% |
| 1Y | +14.6% | +31.6% | -17.0% | -5.3% |
| 3Y | +50.7% | -23.8% | +74.5% | +60.2% |
| 5Y | -4.8% | -22.6% | +17.7% | -0.8% |
| 10Y | +152.6% | +139.3% | +13.3% | +37.4% |
| All | +528.0% | +792.3% | -264.3% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling