+490.3%
XRT vs BRO
+480.0%
+10.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.4% |
| 7D | -2.4% | -7.6% | +5.2% | +1.7% |
| 30D | -6.9% | -6.9% | -0.1% | -3.5% |
| 3M | -0.4% | +12.8% | -13.2% | -7.3% |
| 6M | +2.2% | -5.9% | +8.1% | +3.9% |
| YTD | -0.7% | -15.9% | +15.2% | +6.5% |
| 1Y | -2.0% | -28.1% | +26.1% | +13.8% |
| 3Y | +41.0% | -7.0% | +48.0% | +37.2% |
| 5Y | -3.3% | +18.0% | -21.3% | -19.9% |
| 10Y | +124.8% | +293.9% | -169.1% | -10.5% |
| All | +490.3% | +480.0% | +10.3% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling