-4.7%
XRT vs FN
+170.4%
-175.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.4% | -3.3% |
| 7D | +0.9% | 0.0% | +0.9% | +0.4% |
| 30D | +7.9% | -34.3% | +42.3% | +13.7% |
| 3M | -0.2% | -39.9% | +39.7% | +5.7% |
| 6M | +5.6% | -51.8% | +57.4% | +14.2% |
| YTD | +5.7% | -28.1% | +33.8% | +3.5% |
| 1Y | +14.6% | -29.1% | +43.7% | +11.8% |
| 3Y | +50.7% | +102.4% | -51.8% | +5.5% |
| All | -4.7% | +170.4% | -175.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling