+133.2%
XRT vs BB
+21.8%
+111.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | +1.7% | +1.8% | -0.1% | +1.4% |
| 30D | +7.5% | +8.1% | -0.6% | +5.3% |
| 3M | +2.2% | -1.0% | +3.2% | +1.1% |
| 6M | +14.7% | +45.9% | -31.2% | +2.2% |
| YTD | +7.5% | +134.8% | -127.3% | -14.0% |
| 1Y | +14.1% | +104.6% | -90.5% | -6.4% |
| 3Y | +58.8% | +152.8% | -94.1% | +16.8% |
| 5Y | -3.9% | -17.4% | +13.5% | -14.0% |
| All | +133.2% | +21.8% | +111.5% | +66.7% |
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