+145.1%
XRT vs FND
+70.0%
+75.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.9% |
| 7D | +4.1% | +6.8% | -2.7% | +1.7% |
| 30D | +9.9% | +13.1% | -3.1% | +5.2% |
| 3M | +2.3% | -13.1% | +15.3% | +6.7% |
| 6M | +9.6% | -0.6% | +10.1% | +8.0% |
| YTD | +9.1% | -15.5% | +24.7% | +12.4% |
| 1Y | +16.2% | -13.7% | +29.9% | +18.5% |
| 3Y | +60.1% | -35.0% | +95.1% | +73.1% |
| 5Y | -0.5% | -60.1% | +59.6% | +20.2% |
| All | +145.1% | +70.0% | +75.1% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling