+539.0%
XRT vs FE
+115.2%
+423.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +9.8% | +6.4% | +3.4% | +7.4% |
| 3M | -0.2% | -0.5% | +0.3% | 0.0% |
| 6M | +8.4% | +4.7% | +3.6% | +6.4% |
| YTD | +7.5% | +8.4% | -0.8% | +4.0% |
| 1Y | +13.2% | +7.2% | +5.9% | +9.8% |
| 3Y | +52.0% | +44.9% | +7.1% | +30.5% |
| 5Y | -3.2% | +46.3% | -49.5% | -18.0% |
| 10Y | +157.1% | +110.3% | +46.8% | +79.2% |
| All | +539.0% | +115.2% | +423.9% | +300.7% |
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