+513.3%
XRT vs FLR
+56.7%
+456.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.6% |
| 7D | +0.8% | +5.4% | -4.6% | -0.6% |
| 30D | -4.2% | +11.4% | -15.6% | -7.3% |
| 3M | +5.1% | +11.4% | -6.3% | +1.0% |
| 6M | +2.4% | +16.6% | -14.2% | -3.6% |
| YTD | +3.2% | +41.7% | -38.5% | -7.9% |
| 1Y | +1.5% | +35.4% | -33.9% | -8.9% |
| 3Y | +40.6% | +57.3% | -16.7% | +15.7% |
| 5Y | -1.0% | +241.0% | -242.0% | -35.5% |
| 10Y | +128.4% | +16.6% | +111.8% | +67.1% |
| All | +513.3% | +56.7% | +456.6% | +222.9% |
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