+119.9%
XRT vs FTI
+301.2%
-181.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.1% |
| 7D | -3.6% | -5.6% | +2.0% | -2.3% |
| 30D | -6.7% | +0.4% | -7.1% | -6.9% |
| 3M | -1.4% | +8.1% | -9.5% | -3.7% |
| 6M | +1.7% | +16.7% | -15.0% | -3.0% |
| YTD | -1.5% | +70.0% | -71.4% | -14.3% |
| 1Y | -2.5% | +85.4% | -87.9% | -17.2% |
| 3Y | +39.9% | +265.9% | -226.0% | -2.1% |
| 5Y | -2.6% | +1,072.7% | -1,075.4% | -51.6% |
| All | +119.9% | +301.2% | -181.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling