+522.3%
XRT vs FN
+3,020.0%
-2,497.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -6.0% | +11.5% | +6.5% |
| 7D | +8.0% | -7.0% | +15.0% | +8.9% |
| 30D | +13.0% | -24.7% | +37.7% | +17.4% |
| 3M | +1.7% | -35.7% | +37.4% | +7.5% |
| 6M | +12.6% | -52.4% | +65.0% | +23.2% |
| YTD | +10.7% | -25.0% | +35.6% | +9.1% |
| 1Y | +18.4% | -25.7% | +44.1% | +16.3% |
| 3Y | +56.4% | +110.2% | -53.8% | +18.6% |
| 5Y | +0.7% | +192.3% | -191.7% | -30.4% |
| 10Y | +164.6% | +812.3% | -647.7% | +45.6% |
| All | +522.3% | +3,020.0% | -2,497.7% | +177.1% |
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 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