+43.7%
XRT vs FE
+49.5%
-5.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +0.8% | +1.9% | -1.1% | +0.5% |
| 30D | -4.2% | -1.2% | -3.0% | -4.0% |
| 3M | +5.1% | +3.5% | +1.6% | +4.5% |
| 6M | +2.4% | -6.1% | +8.5% | +3.4% |
| YTD | +3.2% | +7.6% | -4.4% | +1.5% |
| 1Y | +1.5% | +11.9% | -10.4% | -1.1% |
| All | +43.7% | +49.5% | -5.8% | +24.8% |
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