+513.3%
XRT vs FDS
+721.8%
-208.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +2.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.6% |
| 30D | -4.2% | +9.0% | -13.2% | -8.2% |
| 3M | +5.1% | +18.9% | -13.8% | -4.6% |
| 6M | +2.4% | +35.1% | -32.7% | -14.3% |
| YTD | +3.2% | +5.5% | -2.3% | -3.9% |
| 1Y | +1.5% | -16.8% | +18.3% | +5.2% |
| 3Y | +40.6% | -28.1% | +68.6% | +54.2% |
| 5Y | -1.0% | -17.4% | +16.4% | 0.0% |
| 10Y | +128.4% | +85.4% | +43.0% | +42.1% |
| All | +513.3% | +721.8% | -208.5% | +51.6% |
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