+61.2%
XRT vs FE
+49.0%
+12.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +9.9% | +4.3% | +5.6% | +9.2% |
| 3M | +2.3% | +0.4% | +1.9% | +2.1% |
| 6M | +9.6% | +6.9% | +2.6% | +8.4% |
| YTD | +9.1% | +8.0% | +1.1% | +7.4% |
| 1Y | +16.2% | +4.8% | +11.4% | +15.0% |
| All | +61.2% | +49.0% | +12.2% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling