+58.8%
BAC vs XRT
+529.0%
-470.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.9% |
| 7D | -1.2% | +0.9% | -2.1% | -2.1% |
| 30D | -7.7% | +7.9% | -15.6% | -14.3% |
| 3M | -21.2% | -0.2% | -21.0% | -21.7% |
| 6M | -6.8% | +5.6% | -12.4% | -12.9% |
| YTD | -8.7% | +5.7% | -14.4% | -15.0% |
| 1Y | -5.3% | +14.6% | -19.9% | -18.4% |
| 3Y | +87.4% | +50.7% | +36.8% | +19.3% |
| 5Y | +18.9% | -4.8% | +23.8% | +10.2% |
| 10Y | +273.3% | +152.6% | +120.7% | -1.4% |
| All | +58.8% | +529.0% | -470.3% | -88.4% |
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