+513.3%
XRT vs BBY
+208.8%
+304.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | -0.3% |
| 7D | +0.8% | +9.5% | -8.7% | -3.1% |
| 30D | -4.2% | +6.8% | -11.0% | -7.1% |
| 3M | +5.1% | +28.9% | -23.8% | -5.9% |
| 6M | +2.4% | +37.8% | -35.4% | -11.8% |
| YTD | +3.2% | +38.7% | -35.6% | -11.8% |
| 1Y | +1.5% | +23.7% | -22.2% | -9.3% |
| 3Y | +40.6% | +39.1% | +1.5% | +15.0% |
| 5Y | -1.0% | -0.4% | -0.6% | -8.3% |
| 10Y | +128.4% | +234.0% | -105.6% | +22.8% |
| All | +513.3% | +208.8% | +304.5% | +179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling