-2.5%
XRT vs BR
-31.2%
+28.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.6% | -6.0% | +2.4% | -2.7% |
| 30D | -6.7% | -0.9% | -5.8% | -6.6% |
| 3M | -1.4% | +16.4% | -17.8% | -3.6% |
| 6M | +1.7% | -8.2% | +9.9% | +2.3% |
| YTD | -1.5% | -23.2% | +21.7% | +4.7% |
| 1Y | -2.5% | -30.9% | +28.5% | +7.0% |
| All | -2.5% | -31.2% | +28.8% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling