+513.3%
XRT vs FTI
+726.3%
-213.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.8% | +5.3% | -4.5% | -0.6% |
| 30D | -4.2% | +15.3% | -19.5% | -7.9% |
| 3M | +5.1% | +15.8% | -10.7% | +0.4% |
| 6M | +2.4% | +22.6% | -20.2% | -4.1% |
| YTD | +3.2% | +79.5% | -76.4% | -13.1% |
| 1Y | +1.5% | +102.0% | -100.5% | -17.5% |
| 3Y | +40.6% | +315.8% | -275.3% | -9.1% |
| 5Y | -1.0% | +1,129.5% | -1,130.5% | -55.3% |
| 10Y | +128.4% | +320.9% | -192.5% | +19.6% |
| All | +513.3% | +726.3% | -213.0% | +125.6% |
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