+125.0%
BP vs XRT
+123.1%
+1.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.3% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +9.1% | -5.6% | +14.8% | +11.6% |
| 3M | +3.9% | +2.5% | +1.4% | +2.1% |
| 6M | +13.6% | +3.7% | +10.0% | +10.4% |
| YTD | +34.0% | +1.0% | +33.1% | +31.6% |
| 1Y | +39.2% | -1.2% | +40.4% | +37.5% |
| 3Y | +36.4% | +43.4% | -6.9% | +10.8% |
| 5Y | +135.8% | -0.7% | +136.5% | +121.8% |
| 10Y | +125.0% | +123.7% | +1.3% | +11.6% |
| All | +125.0% | +123.1% | +1.9% | +11.6% |
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 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