+41.0%
XRT vs BBY
+38.4%
+2.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.1% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | -6.9% | +6.8% | -13.7% | -9.4% |
| 3M | -0.4% | +18.7% | -19.2% | -6.9% |
| 6M | +2.2% | +37.3% | -35.1% | -10.4% |
| YTD | -0.7% | +35.3% | -36.0% | -12.8% |
| 1Y | -2.0% | +20.7% | -22.7% | -10.1% |
| All | +41.0% | +38.4% | +2.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling