+23.0%
XRT vs FGI
-70.0%
+93.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +10.3% | -3.2% | +13.6% | +10.3% |
| 3M | +2.4% | +64.1% | -61.7% | +0.5% |
| 6M | +10.0% | +17.2% | -7.2% | +8.4% |
| YTD | +9.5% | +31.6% | -22.0% | +6.9% |
| 1Y | +17.2% | +45.1% | -27.9% | +13.8% |
| 3Y | +62.0% | -2.0% | +63.9% | +57.1% |
| All | +23.0% | -70.0% | +93.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling