+23.3%
BA vs XRT
+136.4%
-113.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -2.5% |
| 30D | -7.1% | +7.5% | -14.6% | -12.6% |
| 3M | -25.5% | +2.2% | -27.7% | -27.2% |
| 6M | -28.7% | +14.7% | -43.4% | -36.4% |
| YTD | -21.0% | +7.5% | -28.5% | -26.1% |
| 1Y | -11.9% | +14.1% | -26.0% | -21.6% |
| 3Y | -16.2% | +58.8% | -74.9% | -44.2% |
| 5Y | -22.4% | -3.9% | -18.5% | -23.1% |
| All | +23.3% | +136.4% | -113.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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