-3.2%
XRT vs FN
+148.3%
-151.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.2% | +11.4% | -0.9% |
| 7D | +2.3% | -16.0% | +18.3% | +4.3% |
| 30D | +9.8% | -40.1% | +49.9% | +17.2% |
| 3M | -0.2% | -43.9% | +43.7% | +6.6% |
| 6M | +8.4% | -55.6% | +64.0% | +18.5% |
| YTD | +7.5% | -35.7% | +43.2% | +7.0% |
| 1Y | +13.2% | -39.8% | +53.0% | +13.5% |
| 3Y | +52.0% | +80.3% | -28.3% | +8.3% |
| 5Y | -3.2% | +143.3% | -146.5% | -44.1% |
| All | -3.2% | +148.3% | -151.4% | -44.1% |
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 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