+389.4%
XRT vs BAH
+1,056.2%
-666.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.6% |
| 7D | +0.9% | -3.5% | +4.4% | +1.8% |
| 30D | +7.9% | +24.3% | -16.3% | +2.1% |
| 3M | -0.2% | +16.3% | -16.5% | -4.2% |
| 6M | +5.6% | +13.6% | -8.0% | +1.3% |
| YTD | +5.7% | +3.5% | +2.2% | +2.7% |
| 1Y | +14.6% | +2.7% | +11.9% | +11.4% |
| 3Y | +50.7% | -26.6% | +77.2% | +54.5% |
| 5Y | -4.8% | +8.5% | -13.4% | -14.4% |
| 10Y | +152.6% | +225.1% | -72.4% | +64.9% |
| All | +389.4% | +1,056.2% | -666.8% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling