+407.3%
XRT vs BAH
+1,074.5%
-667.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +2.5% | -1.5% | +4.0% | +2.9% |
| 30D | +10.3% | +17.3% | -6.9% | +6.0% |
| 3M | +2.4% | +14.9% | -12.5% | -1.4% |
| 6M | +10.0% | +14.2% | -4.3% | +5.4% |
| YTD | +9.5% | +5.1% | +4.4% | +6.1% |
| 1Y | +17.2% | +2.1% | +15.1% | +14.1% |
| 3Y | +62.0% | -26.0% | +88.0% | +65.9% |
| 5Y | -2.1% | +9.0% | -11.1% | -12.0% |
| 10Y | +152.6% | +208.8% | -56.2% | +67.1% |
| All | +407.3% | +1,074.5% | -667.2% | +122.4% |
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