+124.8%
XRT vs USFR
+28.0%
+96.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -6.9% | +0.3% | -7.2% | -7.4% |
| 3M | -0.4% | +1.0% | -1.4% | -1.9% |
| 6M | +2.2% | +1.9% | +0.3% | -0.8% |
| YTD | -0.7% | +2.7% | -3.3% | -4.8% |
| 1Y | -2.0% | +4.0% | -6.0% | -8.0% |
| 3Y | +41.0% | +14.0% | +27.0% | +13.7% |
| 5Y | -3.3% | +20.4% | -23.7% | -29.8% |
| 10Y | +124.8% | +28.0% | +96.8% | +46.3% |
| All | +124.8% | +28.0% | +96.8% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling