+186.2%
BA vs XRT
+540.1%
-353.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -0.5% |
| 7D | -0.1% | +2.3% | -2.4% | -1.8% |
| 30D | -9.1% | +9.8% | -18.9% | -15.2% |
| 3M | -28.2% | -0.2% | -28.0% | -28.4% |
| 6M | -23.1% | +8.4% | -31.5% | -27.8% |
| YTD | -20.6% | +7.5% | -28.1% | -25.0% |
| 1Y | -12.7% | +13.2% | -25.9% | -20.8% |
| 3Y | -11.6% | +52.0% | -63.6% | -36.0% |
| 5Y | -23.1% | -3.2% | -20.0% | -24.9% |
| 10Y | +34.4% | +157.1% | -122.7% | -36.6% |
| All | +186.2% | +540.1% | -353.8% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling