+513.3%
XRT vs BAX
+84.0%
+429.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | +0.8% | -1.1% | +2.0% | +1.2% |
| 30D | -4.2% | -5.5% | +1.3% | -2.2% |
| 3M | +5.1% | +33.5% | -28.5% | -6.4% |
| 6M | +2.4% | +35.9% | -33.4% | -9.9% |
| YTD | +3.2% | +35.4% | -32.2% | -10.4% |
| 1Y | +1.5% | +9.8% | -8.2% | -5.0% |
| 3Y | +40.6% | -32.7% | +73.3% | +53.6% |
| 5Y | -1.0% | -65.6% | +64.6% | +41.2% |
| 10Y | +128.4% | -34.9% | +163.3% | +126.6% |
| All | +513.3% | +84.0% | +429.3% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling