+5.7%
XRT vs BROS
+3.7%
+2.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.2% |
| 7D | -0.4% | -2.5% | +2.0% | 0.0% |
| 30D | +7.5% | -11.2% | +18.8% | +9.3% |
| 3M | +2.3% | -33.9% | +36.3% | +9.4% |
| 6M | +12.8% | -33.5% | +46.3% | +19.5% |
| YTD | +7.1% | -44.9% | +52.0% | +16.4% |
| 1Y | +12.3% | -41.5% | +53.8% | +20.6% |
| 3Y | +57.0% | +22.4% | +34.6% | +40.3% |
| 5Y | -4.3% | -45.7% | +41.4% | -9.9% |
| All | +5.7% | +3.7% | +2.0% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling