-2.0%
XRT vs FND
-45.4%
+43.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | -6.9% | -19.6% | +12.6% | -0.9% |
| 3M | -0.4% | -4.3% | +3.9% | -0.1% |
| 6M | +2.2% | -20.4% | +22.7% | +7.9% |
| YTD | -0.7% | -21.9% | +21.2% | +3.6% |
| 1Y | -2.0% | -45.2% | +43.2% | +16.4% |
| All | -2.0% | -45.4% | +43.4% | +16.4% |
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