+145.1%
XRT vs BN
+280.2%
-135.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.4% |
| 7D | +4.1% | +4.3% | -0.2% | +1.8% |
| 30D | +9.9% | +14.3% | -4.4% | +2.2% |
| 3M | +2.3% | -4.1% | +6.4% | +4.4% |
| 6M | +9.6% | -9.7% | +19.2% | +15.2% |
| YTD | +9.1% | -7.1% | +16.3% | +12.0% |
| 1Y | +16.2% | -7.4% | +23.7% | +19.3% |
| 3Y | +60.1% | +102.3% | -42.3% | +3.7% |
| 5Y | -0.5% | +35.9% | -36.4% | -21.4% |
| 10Y | +145.1% | +289.2% | -144.1% | +20.1% |
| All | +145.1% | +280.2% | -135.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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