+123.7%
XRT vs BN
+259.6%
-135.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.8% |
| 7D | -0.3% | -1.2% | +0.9% | +0.4% |
| 30D | -5.6% | -10.9% | +5.3% | +0.3% |
| 3M | +2.5% | -11.1% | +13.6% | +9.0% |
| 6M | +3.7% | -4.4% | +8.0% | +5.4% |
| YTD | +1.0% | -14.1% | +15.1% | +8.2% |
| 1Y | -1.2% | -11.1% | +9.8% | +3.5% |
| 3Y | +43.4% | +75.6% | -32.2% | +0.1% |
| 5Y | -0.7% | +35.8% | -36.5% | -21.4% |
| 10Y | +123.7% | +261.6% | -137.9% | +12.9% |
| All | +123.7% | +259.6% | -135.9% | +12.9% |
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