+551.0%
XRT vs BAX
+88.1%
+462.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.8% |
| 7D | +2.5% | +9.0% | -6.6% | -0.8% |
| 30D | +10.3% | +8.5% | +1.9% | +6.7% |
| 3M | +2.4% | -4.1% | +6.5% | +3.5% |
| 6M | +10.0% | +46.9% | -37.0% | -6.1% |
| YTD | +9.5% | +38.4% | -28.9% | -6.0% |
| 1Y | +17.2% | +47.0% | -29.8% | -2.0% |
| 3Y | +62.0% | -14.9% | +76.9% | +60.6% |
| 5Y | -2.1% | -62.5% | +60.4% | +34.3% |
| 10Y | +152.6% | -33.9% | +186.5% | +148.8% |
| All | +551.0% | +88.1% | +462.9% | +331.2% |
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