+119.9%
XRT vs BBY
+242.2%
-122.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.6% | +0.7% | -4.3% | -3.9% |
| 30D | -6.7% | +5.8% | -12.5% | -9.3% |
| 3M | -1.4% | +18.0% | -19.4% | -9.0% |
| 6M | +1.7% | +39.8% | -38.1% | -14.3% |
| YTD | -1.5% | +35.4% | -36.9% | -16.2% |
| 1Y | -2.5% | +21.4% | -23.9% | -13.1% |
| 3Y | +39.9% | +39.5% | +0.4% | +10.9% |
| 5Y | -2.6% | -0.5% | -2.1% | -11.7% |
| All | +119.9% | +242.2% | -122.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling