+148.1%
XRT vs FN
+753.0%
-605.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -3.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.2% |
| 30D | +7.9% | -34.3% | +42.3% | +15.2% |
| 3M | -0.2% | -39.9% | +39.7% | +7.1% |
| 6M | +5.6% | -51.8% | +57.4% | +16.1% |
| YTD | +5.7% | -28.1% | +33.8% | +3.7% |
| 1Y | +14.6% | -29.1% | +43.7% | +12.0% |
| 3Y | +50.7% | +102.4% | -51.8% | +5.1% |
| 5Y | -4.8% | +171.7% | -176.5% | -41.4% |
| All | +148.1% | +753.0% | -605.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling