+536.2%
XRT vs BG
+194.3%
+341.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | +7.5% | -7.0% | +14.6% | +9.6% |
| 3M | +2.3% | -10.0% | +12.3% | +4.9% |
| 6M | +12.8% | -19.8% | +32.6% | +18.8% |
| YTD | +7.1% | +14.3% | -7.2% | +0.9% |
| 1Y | +12.3% | +6.5% | +5.8% | +8.1% |
| 3Y | +57.0% | +4.4% | +52.6% | +48.9% |
| 5Y | -4.3% | +20.2% | -24.5% | -15.1% |
| 10Y | +136.7% | +108.5% | +28.2% | +66.9% |
| All | +536.2% | +194.3% | +341.9% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling