+93.8%
BP vs XRT
+529.0%
-435.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | -11.6% | +0.9% | -12.5% | -12.3% |
| 30D | 0.0% | +7.9% | -7.9% | -3.9% |
| 3M | +6.7% | -0.2% | +6.9% | +6.0% |
| 6M | +2.2% | +5.6% | -3.4% | -2.0% |
| YTD | +33.0% | +5.7% | +27.3% | +26.7% |
| 1Y | +30.7% | +14.6% | +16.1% | +19.4% |
| 3Y | +44.2% | +50.7% | -6.5% | +11.9% |
| 5Y | +105.1% | -4.8% | +110.0% | +93.9% |
| 10Y | +133.5% | +152.6% | -19.1% | +19.6% |
| All | +93.8% | +529.0% | -435.2% | -45.3% |
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