-2.1%
XRT vs USFR
+21.3%
-23.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +10.3% | +0.4% | +10.0% | +10.3% |
| 3M | +2.4% | +1.1% | +1.3% | +2.2% |
| 6M | +10.0% | +2.0% | +8.0% | +9.5% |
| YTD | +9.5% | +3.4% | +6.1% | +8.4% |
| 1Y | +17.2% | +4.1% | +13.1% | +15.4% |
| 3Y | +62.0% | +14.3% | +47.6% | +56.3% |
| 5Y | -2.1% | +21.3% | -23.4% | -19.5% |
| All | -2.1% | +21.3% | -23.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling