+144.9%
XRT vs FND
+68.8%
+76.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -1.4% | -4.4% | +3.0% | +0.1% |
| 30D | +9.8% | +14.5% | -4.7% | +4.6% |
| 3M | +3.3% | -15.6% | +18.9% | +8.9% |
| 6M | +13.6% | +4.7% | +8.9% | +10.0% |
| YTD | +9.1% | -16.1% | +25.2% | +12.6% |
| 1Y | +15.1% | -16.0% | +31.1% | +18.5% |
| 3Y | +59.9% | -35.5% | +95.4% | +73.4% |
| 5Y | -1.7% | -60.5% | +58.8% | +19.1% |
| All | +144.9% | +68.8% | +76.1% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling