+58.8%
XRT vs FHN
+131.2%
-72.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.7% | +2.1% | -0.4% | +0.9% |
| 30D | +7.5% | +3.8% | +3.7% | +6.0% |
| 3M | +2.2% | -8.9% | +11.1% | +6.1% |
| 6M | +14.7% | +1.8% | +12.8% | +13.5% |
| YTD | +7.5% | +0.6% | +6.9% | +6.7% |
| 1Y | +14.1% | +12.9% | +1.2% | +8.0% |
| 3Y | +58.8% | +126.4% | -67.6% | +6.7% |
| All | +58.8% | +131.2% | -72.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 3y: compounded portfolio wealth divided by compounded FHN 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…
3y analysis · Full analysis span regression · 6 months rolling