+58.1%
XRT vs BR
+14.4%
+43.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -0.4% | -1.3% | +0.8% | 0.0% |
| 30D | +7.5% | +13.7% | -6.2% | +3.2% |
| 3M | +2.3% | +13.8% | -11.5% | -2.0% |
| 6M | +12.8% | +29.7% | -16.9% | +3.1% |
| YTD | +7.1% | -12.6% | +19.7% | +14.2% |
| 1Y | +12.3% | -12.4% | +24.7% | +19.6% |
| All | +58.1% | +14.4% | +43.8% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling