+184.7%
XRT vs USFR
+28.5%
+156.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +10.3% | +0.4% | +10.0% | +10.1% |
| 3M | +2.4% | +1.1% | +1.3% | +1.6% |
| 6M | +10.0% | +2.0% | +8.0% | +8.5% |
| YTD | +9.5% | +3.4% | +6.1% | +7.0% |
| 1Y | +17.2% | +4.1% | +13.1% | +13.9% |
| 3Y | +62.0% | +14.3% | +47.6% | +47.4% |
| 5Y | -2.1% | +21.3% | -23.4% | -14.7% |
| 10Y | +152.6% | +28.5% | +124.1% | +112.4% |
| All | +184.7% | +28.5% | +156.2% | +138.3% |
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 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