+119.9%
XRT vs FLR
+18.3%
+101.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -3.6% | -6.9% | +3.3% | -2.3% |
| 30D | -6.7% | +1.1% | -7.8% | -7.0% |
| 3M | -1.4% | +14.3% | -15.7% | -4.7% |
| 6M | +1.7% | +19.1% | -17.4% | -3.2% |
| YTD | -1.5% | +35.1% | -36.6% | -8.8% |
| 1Y | -2.5% | +29.5% | -31.9% | -9.3% |
| 3Y | +39.9% | +53.0% | -13.1% | +21.6% |
| 5Y | -2.6% | +238.9% | -241.5% | -28.3% |
| All | +119.9% | +18.3% | +101.6% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling