+7.8%
XRT vs BROS
+8.6%
-0.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +4.1% | -19.0% | +23.1% | +7.6% |
| 30D | +9.9% | -7.3% | +17.2% | +10.8% |
| 3M | +2.3% | -31.2% | +33.5% | +8.5% |
| 6M | +9.6% | -33.0% | +42.6% | +15.9% |
| YTD | +9.1% | -42.4% | +51.5% | +17.7% |
| 1Y | +16.2% | -37.7% | +54.0% | +23.5% |
| 3Y | +60.1% | +28.2% | +31.9% | +41.9% |
| 5Y | -0.5% | -43.4% | +42.9% | -7.0% |
| All | +7.8% | +8.6% | -0.8% | +0.2% |
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