+123.0%
XRT vs BG
+166.7%
-43.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.9% |
| 7D | -3.2% | +3.1% | -6.3% | -4.1% |
| 30D | -4.5% | +10.2% | -14.7% | -7.3% |
| 3M | -3.1% | -1.7% | -1.4% | -3.2% |
| 6M | +4.2% | +1.0% | +3.3% | +2.8% |
| YTD | -0.1% | +39.9% | -40.0% | -11.0% |
| 1Y | -3.0% | +53.2% | -56.3% | -16.3% |
| 3Y | +41.8% | +16.3% | +25.5% | +31.0% |
| 5Y | -1.3% | +83.9% | -85.1% | -23.9% |
| All | +123.0% | +166.7% | -43.7% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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