+387.2%
BE vs XRT
-5.3%
+392.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.7% | +5.1% | +5.3% |
| 7D | -14.7% | +0.9% | -15.6% | -16.1% |
| 30D | -40.5% | +7.9% | -48.5% | -46.3% |
| 3M | -24.3% | -0.2% | -24.2% | -25.7% |
| 6M | -39.3% | +5.6% | -44.9% | -45.4% |
| YTD | +99.4% | +5.7% | +93.7% | +78.8% |
| 1Y | +26.6% | +14.6% | +12.0% | +2.4% |
| 3Y | +1,616.9% | +50.7% | +1,566.3% | +864.0% |
| All | +387.2% | -5.3% | +392.5% | +340.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling