-0.9%
XRT vs BRO
+17.6%
-18.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -3.2% | -7.3% | +4.1% | -0.6% |
| 30D | -4.5% | -6.9% | +2.4% | -2.1% |
| 3M | -3.1% | +10.7% | -13.7% | -6.9% |
| 6M | +4.2% | -2.7% | +6.9% | +4.5% |
| YTD | -0.1% | -16.3% | +16.2% | +5.8% |
| 1Y | -3.0% | -29.1% | +26.0% | +9.5% |
| 3Y | +41.8% | -7.8% | +49.6% | +36.7% |
| All | -0.9% | +17.6% | -18.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling