+46.5%
XRT vs FND
-47.1%
+93.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.4% |
| 7D | +0.8% | -5.2% | +6.0% | +2.5% |
| 30D | -4.2% | -19.9% | +15.7% | +3.0% |
| 3M | +5.1% | +2.7% | +2.4% | +2.9% |
| 6M | +2.4% | -21.7% | +24.1% | +9.5% |
| YTD | +3.2% | -17.5% | +20.7% | +7.4% |
| 1Y | +1.5% | -39.3% | +40.8% | +17.4% |
| All | +46.5% | -47.1% | +93.7% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling