+62.0%
XRT vs BROS
+32.8%
+29.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -3.0% | +2.6% |
| 7D | +2.5% | -17.9% | +20.4% | +5.4% |
| 30D | +10.3% | -5.4% | +15.7% | +10.8% |
| 3M | +2.4% | -32.1% | +34.4% | +8.2% |
| 6M | +10.0% | -31.7% | +41.7% | +15.4% |
| YTD | +9.5% | -41.2% | +50.7% | +16.8% |
| 1Y | +17.2% | -32.6% | +49.8% | +22.2% |
| 3Y | +62.0% | +32.7% | +29.3% | +44.7% |
| All | +62.0% | +32.8% | +29.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling