+1,254.4%
BLK vs XRT
+501.1%
+753.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | -3.1% | -5.6% | +2.5% | +1.3% |
| 3M | +10.7% | +2.5% | +8.1% | +8.1% |
| 6M | +15.9% | +3.7% | +12.2% | +12.0% |
| YTD | +4.0% | +1.0% | +3.0% | +2.6% |
| 1Y | +1.3% | -1.2% | +2.5% | +1.2% |
| 3Y | +69.6% | +43.4% | +26.2% | +23.1% |
| 5Y | +33.8% | -0.7% | +34.5% | +25.0% |
| 10Y | +276.2% | +123.7% | +152.5% | +49.2% |
| All | +1,254.4% | +501.1% | +753.3% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling