+513.3%
XRT vs BN
+913.8%
-400.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.8% | -2.5% | +3.3% | +2.1% |
| 30D | -4.2% | -9.5% | +5.3% | +0.8% |
| 3M | +5.1% | -10.4% | +15.5% | +10.9% |
| 6M | +2.4% | -6.4% | +8.8% | +5.2% |
| YTD | +3.2% | -11.9% | +15.1% | +8.8% |
| 1Y | +1.5% | -8.6% | +10.1% | +4.8% |
| 3Y | +40.6% | +77.6% | -37.0% | +0.2% |
| 5Y | -1.0% | +37.0% | -38.0% | -20.4% |
| 10Y | +128.4% | +266.4% | -138.0% | +7.4% |
| All | +513.3% | +913.8% | -400.4% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling