+536.2%
XRT vs FTI
+571.9%
-35.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -0.4% | +5.4% | -5.8% | -1.8% |
| 30D | +7.5% | -8.2% | +15.7% | +9.5% |
| 3M | +2.3% | -13.7% | +16.0% | +5.7% |
| 6M | +12.8% | -11.2% | +24.0% | +14.8% |
| YTD | +7.1% | +46.0% | -38.9% | -5.3% |
| 1Y | +12.3% | +51.8% | -39.5% | -1.8% |
| 3Y | +57.0% | +206.7% | -149.7% | +10.0% |
| 5Y | -4.3% | +862.0% | -866.3% | -53.8% |
| 10Y | +136.7% | +182.3% | -45.6% | +38.4% |
| All | +536.2% | +571.9% | -35.7% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling