-3.3%
XRT vs BG
+84.9%
-88.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | -6.9% | +10.3% | -17.3% | -8.9% |
| 3M | -0.4% | -1.9% | +1.5% | -0.3% |
| 6M | +2.2% | +5.2% | -3.0% | +0.3% |
| YTD | -0.7% | +41.2% | -41.8% | -9.4% |
| 1Y | -2.0% | +50.5% | -52.5% | -12.3% |
| 3Y | +41.0% | +19.9% | +21.1% | +31.6% |
| 5Y | -3.3% | +86.7% | -90.0% | -24.6% |
| All | -3.3% | +84.9% | -88.2% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling