+14.1%
XRT vs FN
-25.5%
+39.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +0.5% |
| 7D | +1.7% | +0.3% | +1.5% | +1.7% |
| 30D | +7.5% | -16.5% | +24.0% | +7.9% |
| 3M | +2.2% | -42.1% | +44.3% | +3.5% |
| 6M | +14.7% | -52.9% | +67.5% | +17.5% |
| YTD | +7.5% | -28.0% | +35.5% | +4.8% |
| 1Y | +14.1% | -18.5% | +32.6% | +9.5% |
| All | +14.1% | -25.5% | +39.6% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling