+28.1%
BA vs XRT
+163.3%
-135.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -3.4% |
| 7D | -1.7% | +2.5% | -4.2% | -3.8% |
| 30D | -9.5% | +10.3% | -19.8% | -16.5% |
| 3M | -26.5% | +2.4% | -28.8% | -28.2% |
| 6M | -27.4% | +10.0% | -37.4% | -33.2% |
| YTD | -20.6% | +9.5% | -30.1% | -26.8% |
| 1Y | -11.4% | +17.2% | -28.6% | -22.8% |
| 3Y | -10.8% | +62.0% | -72.8% | -41.6% |
| 5Y | -21.9% | -2.1% | -19.8% | -23.8% |
| 10Y | +28.1% | +152.6% | -124.4% | -55.8% |
| All | +28.1% | +163.3% | -135.2% | -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