-4.7%
XRT vs BEN
+19.4%
-24.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -4.2% |
| 7D | +0.9% | +6.6% | -5.7% | -2.6% |
| 30D | +7.9% | +3.8% | +4.1% | +5.6% |
| 3M | -0.2% | +0.2% | -0.4% | -0.6% |
| 6M | +5.6% | +10.4% | -4.9% | -1.0% |
| YTD | +5.7% | +46.2% | -40.5% | -16.1% |
| 1Y | +14.6% | +52.3% | -37.7% | -11.4% |
| 3Y | +50.7% | +65.9% | -15.3% | +6.1% |
| All | -4.7% | +19.4% | -24.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling