+58.8%
XRT vs BN
+96.7%
-38.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.2% |
| 7D | +1.7% | -1.0% | +2.7% | +2.2% |
| 30D | +7.5% | +14.0% | -6.5% | +0.7% |
| 3M | +2.2% | -9.0% | +11.2% | +7.0% |
| 6M | +14.7% | -8.8% | +23.5% | +19.5% |
| YTD | +7.5% | -10.3% | +17.8% | +12.0% |
| 1Y | +14.1% | -5.8% | +19.9% | +15.8% |
| 3Y | +58.8% | +94.8% | -36.0% | +0.9% |
| All | +58.8% | +96.7% | -38.0% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling