+73.5%
BA vs XRT
+128.5%
-55.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | 0.0% |
| 7D | +1.2% | +0.8% | +0.4% | +0.5% |
| 30D | -11.6% | -4.2% | -7.4% | -8.7% |
| 3M | -2.4% | +5.1% | -7.5% | -6.3% |
| 6M | -6.6% | +2.4% | -9.0% | -8.6% |
| YTD | -2.2% | +3.2% | -5.4% | -5.1% |
| 1Y | -8.0% | +1.5% | -9.5% | -9.9% |
| 3Y | -5.0% | +40.6% | -45.6% | -30.0% |
| 5Y | -2.7% | -1.0% | -1.7% | -6.3% |
| All | +73.5% | +128.5% | -55.0% | -35.5% |
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