+119.9%
XRT vs BDX
+58.0%
+61.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -3.6% | -5.4% | +1.8% | -1.8% |
| 30D | -6.7% | -2.2% | -4.5% | -6.1% |
| 3M | -1.4% | +20.1% | -21.5% | -7.3% |
| 6M | +1.7% | +9.1% | -7.3% | -1.5% |
| YTD | -1.5% | +17.9% | -19.4% | -7.2% |
| 1Y | -2.5% | +22.1% | -24.5% | -9.3% |
| 3Y | +39.9% | -10.5% | +50.4% | +41.8% |
| 5Y | -2.6% | -2.6% | 0.0% | -5.0% |
| All | +119.9% | +58.0% | +61.9% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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