+128.6%
BP vs XRT
-1.0%
+129.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +3.9% | +0.8% | +3.1% | +3.7% |
| 30D | +7.6% | -4.2% | +11.8% | +8.6% |
| 3M | +0.7% | +5.1% | -4.4% | -0.9% |
| 6M | +15.5% | +2.4% | +13.1% | +14.1% |
| YTD | +30.8% | +3.2% | +27.6% | +28.9% |
| 1Y | +34.3% | +1.5% | +32.8% | +32.7% |
| 3Y | +35.1% | +40.6% | -5.5% | +20.3% |
| All | +128.6% | -1.0% | +129.6% | +119.0% |
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