+1,580.2%
BE vs XRT
+45.1%
+1,535.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.0% | +6.4% | +6.4% |
| 7D | +20.0% | +0.8% | +19.2% | +19.2% |
| 30D | +7.9% | -4.2% | +12.1% | +12.2% |
| 3M | -13.2% | +5.1% | -18.3% | -19.3% |
| 6M | +53.5% | +2.4% | +51.0% | +46.4% |
| YTD | +191.0% | +3.2% | +187.8% | +174.5% |
| 1Y | +360.5% | +1.5% | +359.0% | +341.0% |
| All | +1,580.2% | +45.1% | +1,535.1% | +797.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling