+168.2%
XRT vs USFR
+27.5%
+140.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | -4.2% | +0.3% | -4.5% | -4.4% |
| 3M | +5.1% | +1.0% | +4.1% | +4.4% |
| 6M | +2.4% | +1.9% | +0.5% | +1.0% |
| YTD | +3.2% | +2.6% | +0.6% | +1.3% |
| 1Y | +1.5% | +4.0% | -2.5% | -1.3% |
| 3Y | +40.6% | +14.1% | +26.5% | +28.1% |
| 5Y | -1.0% | +20.4% | -21.4% | -13.3% |
| 10Y | +128.4% | +28.0% | +100.4% | +92.8% |
| All | +168.2% | +27.5% | +140.7% | +125.7% |
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