+707.7%
BE vs XRT
+109.1%
+598.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -1.5% |
| 7D | +20.5% | -0.4% | +21.0% | +21.4% |
| 30D | -23.4% | +7.5% | -30.9% | -30.5% |
| 3M | -14.9% | +2.3% | -17.2% | -18.6% |
| 6M | -28.1% | +12.8% | -40.9% | -40.0% |
| YTD | +132.4% | +7.1% | +125.3% | +105.5% |
| 1Y | +59.4% | +12.3% | +47.1% | +32.7% |
| 3Y | +1,815.8% | +57.0% | +1,758.8% | +944.8% |
| 5Y | +491.3% | -4.3% | +495.6% | +515.7% |
| All | +707.7% | +109.1% | +598.7% | +140.1% |
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