+43.4%
XRT vs BAX
-32.5%
+75.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.2% |
| 7D | -0.3% | -2.4% | +2.2% | +0.4% |
| 30D | -5.6% | -9.7% | +4.1% | -3.2% |
| 3M | +2.5% | +29.3% | -26.7% | -4.2% |
| 6M | +3.7% | +40.7% | -37.0% | -5.5% |
| YTD | +1.0% | +30.3% | -29.3% | -7.2% |
| 1Y | -1.2% | +3.4% | -4.6% | -4.1% |
| 3Y | +43.4% | -32.0% | +75.4% | +50.6% |
| All | +43.4% | -32.5% | +75.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling