+20.8%
XRT vs FGI
-70.3%
+91.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +2.3% | -11.6% | +13.9% | +2.5% |
| 30D | +9.8% | -3.3% | +13.1% | +9.8% |
| 3M | -0.2% | +65.6% | -65.7% | -2.0% |
| 6M | +8.4% | -2.8% | +11.2% | +7.2% |
| YTD | +7.5% | +30.1% | -22.6% | +4.9% |
| 1Y | +13.2% | +50.2% | -37.0% | +9.9% |
| 3Y | +52.0% | -0.4% | +52.4% | +47.1% |
| All | +20.8% | -70.3% | +91.1% | +21.9% |
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