+528.0%
XRT vs FE
+112.1%
+415.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | +7.9% | +4.1% | +3.8% | +6.4% |
| 3M | -0.2% | -1.0% | +0.8% | +0.2% |
| 6M | +5.6% | +4.0% | +1.6% | +3.9% |
| YTD | +5.7% | +6.8% | -1.2% | +2.8% |
| 1Y | +14.6% | +5.3% | +9.3% | +11.9% |
| 3Y | +50.7% | +44.6% | +6.1% | +29.4% |
| 5Y | -4.8% | +44.2% | -49.0% | -19.0% |
| 10Y | +152.6% | +107.3% | +45.4% | +77.0% |
| All | +528.0% | +112.1% | +415.9% | +295.9% |
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