+641.7%
BE vs XRT
+113.1%
+528.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -3.9% |
| 7D | -13.4% | +4.1% | -17.5% | -17.4% |
| 30D | -33.9% | +9.9% | -43.8% | -41.6% |
| 3M | -12.0% | +2.3% | -14.2% | -15.8% |
| 6M | -29.0% | +9.6% | -38.5% | -38.9% |
| YTD | +113.4% | +9.1% | +104.3% | +84.5% |
| 1Y | +33.2% | +16.2% | +16.9% | +6.3% |
| 3Y | +1,659.2% | +60.1% | +1,599.1% | +837.9% |
| 5Y | +461.4% | -0.5% | +461.8% | +457.7% |
| All | +641.7% | +113.1% | +528.5% | +115.5% |
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 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