+16.2%
XRT vs BROS
-35.4%
+51.6%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +4.1% | -19.0% | +23.1% | +7.9% |
| 30D | +9.9% | -7.3% | +17.2% | +10.8% |
| 3M | +2.3% | -31.2% | +33.5% | +9.2% |
| 6M | +9.6% | -33.0% | +42.6% | +15.7% |
| YTD | +9.1% | -42.4% | +51.5% | +18.6% |
| 1Y | +16.2% | -37.7% | +54.0% | +22.4% |
| All | +16.2% | -35.4% | +51.6% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling