+275.1%
BLK vs XRT
+128.2%
+146.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.8% |
| 7D | -3.3% | -3.2% | -0.1% | -1.4% |
| 30D | -6.5% | -4.5% | -2.0% | -3.9% |
| 3M | +6.7% | -3.1% | +9.8% | +8.6% |
| 6M | +14.7% | +4.2% | +10.5% | +11.5% |
| YTD | +2.5% | -0.1% | +2.6% | +2.3% |
| 1Y | -2.8% | -3.0% | +0.3% | -1.5% |
| 3Y | +65.9% | +41.8% | +24.1% | +31.9% |
| 5Y | +33.0% | -1.3% | +34.2% | +27.6% |
| All | +275.1% | +128.2% | +146.9% | +80.2% |
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