+16.2%
XRT vs BAX
+47.2%
-31.0%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +4.1% | +3.6% | +0.5% | +3.3% |
| 30D | +9.9% | +8.5% | +1.4% | +7.6% |
| 3M | +2.3% | -4.9% | +7.1% | +3.3% |
| 6M | +9.6% | +47.0% | -37.4% | -0.6% |
| YTD | +9.1% | +38.4% | -29.3% | -4.1% |
| 1Y | +16.2% | +49.1% | -32.9% | -1.8% |
| All | +16.2% | +47.2% | -31.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling