+14.1%
XRT vs FND
+4.9%
+9.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.3% |
| 7D | +2.5% | +8.5% | -6.1% | -0.2% |
| 30D | +10.3% | +17.2% | -6.9% | +4.9% |
| 3M | +2.4% | -14.9% | +17.3% | +5.9% |
| All | +14.1% | +4.9% | +9.2% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling