-2.1%
XRT vs FND
-60.4%
+58.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.0% |
| 7D | +2.5% | +8.5% | -6.1% | -0.9% |
| 30D | +10.3% | +17.2% | -6.9% | +3.1% |
| 3M | +2.4% | -14.9% | +17.3% | +8.6% |
| 6M | +10.0% | +3.1% | +6.9% | +6.3% |
| YTD | +9.5% | -12.4% | +22.0% | +11.5% |
| 1Y | +17.2% | -10.0% | +27.2% | +17.5% |
| 3Y | +62.0% | -31.3% | +93.3% | +69.4% |
| 5Y | -2.1% | -60.3% | +58.2% | +23.7% |
| All | -2.1% | -60.4% | +58.3% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling