+513.3%
XRT vs BB
-63.6%
+576.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.8% | -5.6% | +6.4% | +1.9% |
| 30D | -4.2% | -11.8% | +7.6% | -2.3% |
| 3M | +5.1% | -25.5% | +30.6% | +9.0% |
| 6M | +2.4% | +121.3% | -118.8% | -14.5% |
| YTD | +3.2% | +103.2% | -100.0% | -12.5% |
| 1Y | +1.5% | +102.6% | -101.1% | -14.6% |
| 3Y | +40.6% | +37.5% | +3.1% | +20.1% |
| 5Y | -1.0% | -30.4% | +29.5% | -7.1% |
| 10Y | +128.4% | 0.0% | +128.4% | +74.3% |
| All | +513.3% | -63.6% | +576.9% | +399.9% |
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