-3.1%
BAC vs XRT
+15.8%
-18.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.1% | +4.1% | -2.0% | +0.4% |
| 30D | -6.7% | +9.9% | -16.6% | -10.2% |
| 3M | -20.2% | +2.3% | -22.5% | -20.8% |
| 6M | -0.2% | +9.6% | -9.8% | -4.6% |
| YTD | -6.4% | +9.1% | -15.5% | -10.1% |
| 1Y | -3.1% | +16.2% | -19.3% | -9.8% |
| All | -3.1% | +15.8% | -18.9% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling