+251.7%
BAC vs XRT
+163.3%
+88.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | 0.0% |
| 7D | +2.0% | +2.5% | -0.5% | +0.4% |
| 30D | -6.9% | +10.3% | -17.3% | -12.7% |
| 3M | -19.6% | +2.4% | -21.9% | -21.1% |
| 6M | -0.5% | +10.0% | -10.4% | -7.1% |
| YTD | -6.6% | +9.5% | -16.2% | -12.7% |
| 1Y | -3.0% | +17.2% | -20.1% | -13.2% |
| 3Y | +97.3% | +62.0% | +35.3% | +40.5% |
| 5Y | +21.9% | -2.1% | +24.0% | +17.9% |
| 10Y | +251.7% | +152.6% | +99.1% | +33.5% |
| All | +251.7% | +163.3% | +88.4% | +33.5% |
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