+94.1%
BP vs XRT
+552.1%
-458.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -1.6% |
| 7D | -6.9% | +2.5% | -9.3% | -8.2% |
| 30D | -3.6% | +10.3% | -13.9% | -8.4% |
| 3M | +8.4% | +2.4% | +6.1% | +6.4% |
| 6M | +5.3% | +10.0% | -4.6% | -1.0% |
| YTD | +33.2% | +9.5% | +23.6% | +24.7% |
| 1Y | +28.2% | +17.2% | +11.0% | +15.8% |
| 3Y | +49.2% | +62.0% | -12.7% | +11.8% |
| 5Y | +102.9% | -2.1% | +105.0% | +89.2% |
| 10Y | +127.7% | +152.6% | -24.9% | +16.9% |
| All | +94.1% | +552.1% | -458.0% | -46.2% |
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