+16.2%
XRT vs FND
-13.4%
+29.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.7% |
| 7D | +4.1% | +6.8% | -2.7% | +2.0% |
| 30D | +9.9% | +13.1% | -3.1% | +5.8% |
| 3M | +2.3% | -13.1% | +15.3% | +5.8% |
| 6M | +9.6% | -0.6% | +10.1% | +8.1% |
| YTD | +9.1% | -15.5% | +24.7% | +10.1% |
| 1Y | +16.2% | -13.7% | +29.9% | +16.0% |
| All | +16.2% | -13.4% | +29.7% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling