-22.1%
BA vs XRT
-5.3%
-16.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.7% |
| 7D | +1.1% | +0.9% | +0.2% | +0.4% |
| 30D | -7.9% | +7.9% | -15.9% | -12.8% |
| 3M | -25.3% | -0.2% | -25.1% | -25.5% |
| 6M | -24.6% | +5.6% | -30.2% | -27.7% |
| YTD | -20.1% | +5.7% | -25.8% | -23.6% |
| 1Y | -11.8% | +14.6% | -26.3% | -20.3% |
| 3Y | -10.1% | +50.7% | -60.8% | -33.9% |
| All | -22.1% | -5.3% | -16.8% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling