-0.7%
XRT vs BB
-27.1%
+26.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -5.6% | -12.4% | +6.7% | -3.5% |
| 3M | +2.5% | -15.3% | +17.8% | +3.9% |
| 6M | +3.7% | +128.8% | -125.1% | -17.3% |
| YTD | +1.0% | +107.7% | -106.7% | -17.8% |
| 1Y | -1.2% | +103.9% | -105.1% | -20.1% |
| 3Y | +43.4% | +72.6% | -29.2% | +12.8% |
| 5Y | -0.7% | -24.3% | +23.5% | -6.6% |
| All | -0.7% | -27.1% | +26.3% | -6.6% |
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