+430.1%
XRT vs BR
+1,321.0%
-890.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.6% |
| 7D | +0.8% | -5.3% | +6.1% | +3.4% |
| 30D | -4.2% | +6.4% | -10.6% | -7.3% |
| 3M | +5.1% | +13.6% | -8.6% | -2.0% |
| 6M | +2.4% | -6.7% | +9.1% | +4.4% |
| YTD | +3.2% | -21.1% | +24.3% | +13.8% |
| 1Y | +1.5% | -29.6% | +31.1% | +18.4% |
| 3Y | +40.6% | -2.4% | +42.9% | +37.3% |
| 5Y | -1.0% | +11.2% | -12.2% | -10.5% |
| 10Y | +128.4% | +191.8% | -63.4% | +22.3% |
| All | +430.1% | +1,321.0% | -890.8% | +19.0% |
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 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