+977.1%
BE vs XRT
+94.0%
+883.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -0.9% |
| 7D | +23.9% | -2.4% | +26.3% | +27.4% |
| 30D | +27.8% | -6.9% | +34.8% | +38.4% |
| 3M | +3.7% | -0.4% | +4.1% | +1.6% |
| 6M | +78.0% | +2.2% | +75.7% | +68.2% |
| YTD | +209.9% | -0.7% | +210.6% | +203.4% |
| 1Y | +389.6% | -2.0% | +391.6% | +385.9% |
| 3Y | +1,730.6% | +41.0% | +1,689.6% | +1,057.5% |
| 5Y | +1,227.8% | -3.3% | +1,231.1% | +1,281.1% |
| All | +977.1% | +94.0% | +883.2% | +254.5% |
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