+141.1%
XRT vs FE
+120.9%
+20.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +9.8% | +3.6% | +6.2% | +8.7% |
| 3M | +3.3% | +0.3% | +2.9% | +3.2% |
| 6M | +13.6% | +6.4% | +7.2% | +11.5% |
| YTD | +9.1% | +8.1% | +0.9% | +6.2% |
| 1Y | +15.1% | +4.6% | +10.5% | +13.1% |
| 3Y | +59.9% | +49.1% | +10.8% | +39.7% |
| 5Y | -1.7% | +46.1% | -47.8% | -14.2% |
| 10Y | +141.1% | +122.7% | +18.4% | +105.5% |
| All | +141.1% | +120.9% | +20.2% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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