+394.1%
BAC vs XRT
+128.1%
+266.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +1.1% | +0.8% | +0.3% | +0.6% |
| 30D | -0.4% | -4.2% | +3.8% | +2.2% |
| 3M | +16.9% | +5.1% | +11.8% | +12.8% |
| 6M | +26.6% | +2.4% | +24.2% | +23.9% |
| YTD | +15.8% | +3.2% | +12.6% | +12.8% |
| 1Y | +27.2% | +1.5% | +25.6% | +24.6% |
| 3Y | +132.4% | +40.6% | +91.8% | +81.9% |
| 5Y | +72.6% | -1.0% | +73.6% | +64.7% |
| All | +394.1% | +128.1% | +266.0% | +99.9% |
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