+123.7%
XRT vs BAH
+182.5%
-58.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.9% |
| 7D | -0.3% | -4.3% | +4.1% | +0.8% |
| 30D | -5.6% | -4.5% | -1.2% | -4.6% |
| 3M | +2.5% | -7.6% | +10.2% | +4.1% |
| 6M | +3.7% | -10.6% | +14.3% | +5.6% |
| YTD | +1.0% | -12.6% | +13.5% | +2.6% |
| 1Y | -1.2% | -27.0% | +25.8% | +4.9% |
| 3Y | +43.4% | -31.5% | +74.9% | +47.6% |
| 5Y | -0.7% | -3.8% | +3.1% | -10.5% |
| 10Y | +123.7% | +183.9% | -60.2% | +48.9% |
| All | +123.7% | +182.5% | -58.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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