+536.2%
XRT vs FLR
+38.2%
+498.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -1.3% |
| 7D | -0.4% | +10.1% | -10.5% | -2.8% |
| 30D | +7.5% | -0.5% | +8.0% | +7.3% |
| 3M | +2.3% | -4.8% | +7.2% | +2.9% |
| 6M | +12.8% | +10.7% | +2.1% | +7.9% |
| YTD | +7.1% | +25.0% | -17.9% | -1.9% |
| 1Y | +12.3% | +8.3% | +4.0% | +6.5% |
| 3Y | +57.0% | +36.8% | +20.2% | +33.5% |
| 5Y | -4.3% | +121.8% | -126.1% | -30.3% |
| 10Y | +136.7% | +9.2% | +127.5% | +75.4% |
| All | +536.2% | +38.2% | +498.1% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling