+513.3%
XRT vs BBWI
+149.6%
+363.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.9% | 0.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.2% |
| 30D | -4.2% | -5.2% | +1.0% | -2.9% |
| 3M | +5.1% | +11.1% | -6.0% | -0.2% |
| 6M | +2.4% | -13.4% | +15.8% | +4.6% |
| YTD | +3.2% | +0.1% | +3.1% | -0.7% |
| 1Y | +1.5% | -36.1% | +37.6% | +12.4% |
| 3Y | +40.6% | -44.1% | +84.7% | +53.9% |
| 5Y | -1.0% | -66.2% | +65.3% | +24.8% |
| 10Y | +128.4% | -54.8% | +183.2% | +109.2% |
| All | +513.3% | +149.6% | +363.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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