+551.0%
XRT vs BBWI
+178.4%
+372.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.0% |
| 7D | +2.5% | -6.2% | +8.6% | +4.9% |
| 30D | +10.3% | +25.5% | -15.2% | +1.5% |
| 3M | +2.4% | +8.0% | -5.6% | -1.7% |
| 6M | +10.0% | +12.7% | -2.7% | +2.8% |
| YTD | +9.5% | +11.6% | -2.1% | +0.7% |
| 1Y | +17.2% | -0.9% | +18.1% | +10.0% |
| 3Y | +62.0% | -22.7% | +84.7% | +56.5% |
| 5Y | -2.1% | -67.2% | +65.1% | +24.1% |
| 10Y | +152.6% | -43.7% | +196.3% | +109.1% |
| All | +551.0% | +178.4% | +372.6% | +77.9% |
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