+513.3%
XRT vs BDX
+457.4%
+55.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.7% |
| 7D | +0.8% | -2.5% | +3.3% | +2.0% |
| 30D | -4.2% | +8.3% | -12.4% | -7.7% |
| 3M | +5.1% | +24.4% | -19.3% | -5.1% |
| 6M | +2.4% | +9.2% | -6.8% | -2.1% |
| YTD | +3.2% | +22.7% | -19.5% | -6.9% |
| 1Y | +1.5% | +25.9% | -24.4% | -9.6% |
| 3Y | +40.6% | -10.5% | +51.0% | +43.1% |
| 5Y | -1.0% | +1.9% | -2.9% | -7.0% |
| 10Y | +128.4% | +58.7% | +69.7% | +55.0% |
| All | +513.3% | +457.4% | +55.9% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling