+124.8%
XRT vs BEN
+53.7%
+71.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -2.4% | +3.4% | -5.8% | -4.0% |
| 30D | -6.9% | +1.8% | -8.7% | -7.8% |
| 3M | -0.4% | +8.4% | -8.8% | -4.7% |
| 6M | +2.2% | +35.6% | -33.4% | -13.0% |
| YTD | -0.7% | +46.4% | -47.0% | -18.9% |
| 1Y | -2.0% | +46.3% | -48.3% | -20.2% |
| 3Y | +41.0% | +54.6% | -13.6% | +8.6% |
| 5Y | -3.3% | +39.4% | -42.7% | -23.1% |
| 10Y | +124.8% | +57.6% | +67.3% | +57.4% |
| All | +124.8% | +53.7% | +71.2% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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