+124.8%
XRT vs BB
+2.1%
+122.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -2.4% | +1.8% | -4.2% | -2.8% |
| 30D | -6.9% | -12.2% | +5.3% | -4.8% |
| 3M | -0.4% | -12.3% | +11.9% | +0.3% |
| 6M | +2.2% | +122.7% | -120.5% | -16.6% |
| YTD | -0.7% | +104.5% | -105.2% | -17.6% |
| 1Y | -2.0% | +106.7% | -108.7% | -19.6% |
| 3Y | +41.0% | +70.0% | -28.9% | +13.2% |
| 5Y | -3.3% | -27.8% | +24.5% | -10.8% |
| 10Y | +124.8% | +2.4% | +122.5% | +65.0% |
| All | +124.8% | +2.1% | +122.7% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling