+480.3%
XRT vs FN
+3,620.5%
-3,140.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | -4.2% | -22.0% | +17.8% | -0.8% |
| 3M | +5.1% | -43.0% | +48.1% | +13.6% |
| 6M | +2.4% | -27.7% | +30.2% | +4.3% |
| YTD | +3.2% | -10.5% | +13.7% | 0.0% |
| 1Y | +1.5% | +12.5% | -11.0% | -6.6% |
| 3Y | +40.6% | +153.8% | -113.2% | +4.3% |
| 5Y | -1.0% | +288.0% | -289.0% | -34.1% |
| 10Y | +128.4% | +906.4% | -778.0% | +24.7% |
| All | +480.3% | +3,620.5% | -3,140.2% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling