-4.7%
XRT vs BB
-20.8%
+16.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.6% |
| 7D | +0.9% | +3.8% | -2.9% | +0.1% |
| 30D | +7.9% | -0.3% | +8.3% | +7.3% |
| 3M | -0.2% | -0.5% | +0.3% | -1.4% |
| 6M | +5.6% | +45.9% | -40.3% | -6.7% |
| YTD | +5.7% | +130.6% | -124.9% | -16.8% |
| 1Y | +14.6% | +89.2% | -74.6% | -5.9% |
| 3Y | +50.7% | +137.5% | -86.8% | +8.4% |
| All | -4.7% | -20.8% | +16.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling