-2.0%
XRT vs BAX
+1.4%
-3.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -2.4% | -5.1% | +2.7% | -1.1% |
| 30D | -6.9% | -12.2% | +5.2% | -3.9% |
| 3M | -0.4% | +21.8% | -22.2% | -5.4% |
| 6M | +2.2% | +36.3% | -34.1% | -5.9% |
| YTD | -0.7% | +27.8% | -28.5% | -9.2% |
| 1Y | -2.0% | -0.1% | -1.9% | -4.7% |
| All | -2.0% | +1.4% | -3.4% | -4.7% |
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