+121.3%
XRT vs FND
+54.9%
+66.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -3.6% | -5.1% | +1.5% | -1.9% |
| 30D | -6.7% | -22.5% | +15.8% | +1.7% |
| 3M | -1.4% | -5.0% | +3.6% | -0.6% |
| 6M | +1.7% | -21.5% | +23.2% | +8.5% |
| YTD | -1.5% | -23.0% | +21.6% | +5.1% |
| 1Y | -2.5% | -44.9% | +42.4% | +16.2% |
| 3Y | +39.9% | -50.0% | +89.9% | +65.6% |
| 5Y | -2.6% | -63.3% | +60.7% | +21.4% |
| All | +121.3% | +54.9% | +66.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling