+31.8%
BA vs XRT
+149.4%
-117.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.9% |
| 7D | +1.1% | +0.9% | +0.2% | +0.2% |
| 30D | -7.9% | +7.9% | -15.9% | -13.6% |
| 3M | -25.3% | -0.2% | -25.1% | -25.6% |
| 6M | -24.6% | +5.6% | -30.2% | -28.3% |
| YTD | -20.1% | +5.7% | -25.8% | -24.2% |
| 1Y | -11.8% | +14.6% | -26.3% | -21.7% |
| 3Y | -10.1% | +50.7% | -60.8% | -37.6% |
| 5Y | -22.7% | -4.8% | -17.9% | -22.9% |
| All | +31.8% | +149.4% | -117.6% | -53.6% |
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