+452.2%
XRT vs BR
+1,481.8%
-1,029.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.7% | +1.1% | +0.7% | +1.2% |
| 30D | +7.5% | +14.4% | -6.9% | +0.7% |
| 3M | +2.2% | +12.4% | -10.2% | -3.7% |
| 6M | +14.7% | +35.4% | -20.8% | -2.2% |
| YTD | +7.5% | -12.2% | +19.7% | +12.4% |
| 1Y | +14.1% | -12.7% | +26.9% | +19.7% |
| 3Y | +58.8% | +14.3% | +44.5% | +43.5% |
| 5Y | -3.9% | +19.3% | -23.2% | -15.8% |
| 10Y | +137.7% | +278.1% | -140.5% | +12.1% |
| All | +452.2% | +1,481.8% | -1,029.6% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling