+214.5%
BAC vs XRT
+135.4%
+79.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | -6.4% | +7.5% | -13.9% | -10.7% |
| 3M | -21.7% | +2.3% | -24.0% | -23.1% |
| 6M | +0.5% | +12.8% | -12.3% | -7.7% |
| YTD | -6.7% | +7.1% | -13.7% | -11.5% |
| 1Y | -4.7% | +12.3% | -16.9% | -12.4% |
| 3Y | +96.1% | +57.0% | +39.1% | +42.6% |
| 5Y | +21.7% | -4.3% | +26.0% | +19.4% |
| All | +214.5% | +135.4% | +79.1% | +26.5% |
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