+513.3%
XRT vs FHN
+12.5%
+500.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | -4.2% | -4.7% | +0.5% | -2.8% |
| 3M | +5.1% | +3.5% | +1.5% | +3.8% |
| 6M | +2.4% | +7.8% | -5.4% | -0.1% |
| YTD | +3.2% | +5.9% | -2.7% | +1.1% |
| 1Y | +1.5% | +12.5% | -11.0% | -2.8% |
| 3Y | +40.6% | +117.2% | -76.6% | +7.8% |
| 5Y | -1.0% | +86.5% | -87.5% | -25.0% |
| 10Y | +128.4% | +125.7% | +2.7% | +50.9% |
| All | +513.3% | +12.5% | +500.8% | +327.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling