+145.1%
XRT vs BAX
-34.5%
+179.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.1% | +3.6% | +0.5% | +3.0% |
| 30D | +9.9% | +8.5% | +1.4% | +7.0% |
| 3M | +2.3% | -4.9% | +7.1% | +3.5% |
| 6M | +9.6% | +47.0% | -37.4% | -3.3% |
| YTD | +9.1% | +38.4% | -29.3% | -3.3% |
| 1Y | +16.2% | +49.1% | -32.9% | +0.5% |
| 3Y | +60.1% | -14.9% | +74.9% | +59.7% |
| 5Y | -0.5% | -63.1% | +62.6% | +30.0% |
| 10Y | +145.1% | -35.6% | +180.7% | +199.9% |
| All | +145.1% | -34.5% | +179.6% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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