+50.3%
BP vs XRT
+58.7%
-8.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +3.8% | +1.7% | +2.1% | +3.6% |
| 30D | -5.3% | +7.5% | -12.8% | -6.4% |
| 3M | +9.3% | +2.2% | +7.1% | +8.8% |
| 6M | +7.2% | +14.7% | -7.4% | +3.6% |
| YTD | +38.0% | +7.5% | +30.5% | +35.3% |
| 1Y | +33.2% | +14.1% | +19.1% | +27.9% |
| 3Y | +50.3% | +58.8% | -8.5% | +29.1% |
| All | +50.3% | +58.7% | -8.4% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling