+513.3%
XRT vs FE
+113.7%
+399.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.8% | +1.9% | -1.1% | +0.1% |
| 30D | -4.2% | -1.2% | -3.0% | -3.8% |
| 3M | +5.1% | +3.5% | +1.6% | +3.7% |
| 6M | +2.4% | -6.1% | +8.5% | +4.4% |
| YTD | +3.2% | +7.6% | -4.4% | +0.1% |
| 1Y | +1.5% | +11.9% | -10.4% | -3.1% |
| 3Y | +40.6% | +48.4% | -7.9% | +19.5% |
| 5Y | -1.0% | +44.8% | -45.8% | -15.9% |
| 10Y | +128.4% | +115.9% | +12.5% | +57.1% |
| All | +513.3% | +113.7% | +399.7% | +285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling