+101.4%
BAC vs XRT
+514.3%
-412.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -1.0% |
| 7D | +1.1% | +0.8% | +0.3% | +0.3% |
| 30D | -0.4% | -4.2% | +3.8% | +3.4% |
| 3M | +16.9% | +5.1% | +11.8% | +10.8% |
| 6M | +26.6% | +2.4% | +24.2% | +22.4% |
| YTD | +15.8% | +3.2% | +12.6% | +11.0% |
| 1Y | +27.2% | +1.5% | +25.6% | +22.7% |
| 3Y | +132.4% | +40.6% | +91.8% | +59.0% |
| 5Y | +72.6% | -1.0% | +73.6% | +53.0% |
| 10Y | +389.7% | +128.4% | +261.3% | +45.8% |
| All | +101.4% | +514.3% | -412.9% | -84.9% |
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 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