+145.1%
XRT vs FN
+772.0%
-626.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.5% |
| 7D | +4.1% | -4.1% | +8.2% | +4.4% |
| 30D | +9.9% | -28.3% | +38.3% | +15.4% |
| 3M | +2.3% | -33.9% | +36.1% | +7.8% |
| 6M | +9.6% | -43.9% | +53.5% | +16.9% |
| YTD | +9.1% | -23.4% | +32.6% | +5.9% |
| 1Y | +16.2% | -25.4% | +41.6% | +12.6% |
| 3Y | +60.1% | +107.9% | -47.8% | +11.4% |
| 5Y | -0.5% | +195.1% | -195.6% | -39.9% |
| 10Y | +145.1% | +794.1% | -649.0% | +11.1% |
| All | +145.1% | +772.0% | -626.8% | +11.1% |
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