-0.7%
XRT vs FND
-61.9%
+61.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -0.3% |
| 7D | -0.3% | +0.4% | -0.6% | -0.4% |
| 30D | -5.6% | -23.6% | +17.9% | +4.9% |
| 3M | +2.5% | +4.3% | -1.8% | -0.8% |
| 6M | +3.7% | -20.3% | +23.9% | +11.2% |
| YTD | +1.0% | -21.3% | +22.3% | +7.8% |
| 1Y | -1.2% | -45.4% | +44.2% | +22.7% |
| 3Y | +43.4% | -48.9% | +92.2% | +71.5% |
| 5Y | -0.7% | -61.0% | +60.3% | +21.9% |
| All | -0.7% | -61.9% | +61.1% | +21.9% |
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