+1,251.0%
BE vs XRT
-1.7%
+1,252.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.2% | +11.8% | +12.1% |
| 7D | +29.8% | -0.3% | +30.0% | +29.9% |
| 30D | +26.4% | -5.6% | +32.0% | +34.4% |
| 3M | +9.3% | +2.5% | +6.8% | +3.3% |
| 6M | +105.1% | +3.7% | +101.4% | +90.3% |
| YTD | +219.0% | +1.0% | +218.1% | +205.9% |
| 1Y | +418.8% | -1.2% | +420.0% | +409.2% |
| 3Y | +1,784.6% | +43.4% | +1,741.2% | +1,046.4% |
| 5Y | +1,251.0% | -0.7% | +1,251.7% | +1,204.6% |
| All | +1,251.0% | -1.7% | +1,252.7% | +1,204.6% |
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