+178.2%
XRT vs USFR
+28.6%
+149.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +7.5% | +0.4% | +7.1% | +7.2% |
| 3M | +2.3% | +1.0% | +1.3% | +1.6% |
| 6M | +12.8% | +2.0% | +10.8% | +11.3% |
| YTD | +7.1% | +3.4% | +3.6% | +4.5% |
| 1Y | +12.3% | +4.1% | +8.2% | +9.1% |
| 3Y | +57.0% | +14.4% | +42.6% | +42.8% |
| 5Y | -4.3% | +21.4% | -25.7% | -16.7% |
| 10Y | +136.7% | +28.5% | +108.2% | +99.1% |
| All | +178.2% | +28.6% | +149.6% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling