+548.2%
XRT vs BB
-55.5%
+603.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.6% |
| 7D | -1.4% | +7.3% | -8.7% | -2.7% |
| 30D | +9.8% | +11.2% | -1.5% | +7.1% |
| 3M | +3.3% | +4.7% | -1.4% | +1.2% |
| 6M | +13.6% | +51.1% | -37.5% | +1.8% |
| YTD | +9.1% | +148.0% | -139.0% | -11.7% |
| 1Y | +15.1% | +106.1% | -91.1% | -3.8% |
| 3Y | +59.9% | +158.2% | -98.3% | +21.3% |
| 5Y | -1.7% | -10.8% | +9.1% | -12.2% |
| 10Y | +141.1% | +29.3% | +111.8% | +74.4% |
| All | +548.2% | -55.5% | +603.7% | +404.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling