+62.8%
BAC vs XRT
+549.2%
-486.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.9% | -1.4% | -0.4% | -0.6% |
| 30D | -7.2% | +9.8% | -16.9% | -15.2% |
| 3M | -20.4% | +3.3% | -23.7% | -23.4% |
| 6M | +1.3% | +13.6% | -12.3% | -11.5% |
| YTD | -6.4% | +9.1% | -15.5% | -15.3% |
| 1Y | -3.5% | +15.1% | -18.6% | -17.2% |
| 3Y | +96.7% | +59.9% | +36.8% | +18.3% |
| 5Y | +20.6% | -1.7% | +22.3% | +8.5% |
| 10Y | +233.0% | +141.1% | +91.9% | -6.2% |
| All | +62.8% | +549.2% | -486.4% | -88.5% |
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 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