+1.5%
XRT vs BTDR
-4.8%
+6.3%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | +0.8% |
| 7D | +0.8% | +20.0% | -19.2% | -0.1% |
| 30D | -4.2% | +11.9% | -16.1% | -4.9% |
| 3M | +5.1% | -36.9% | +42.0% | +7.5% |
| 6M | +2.4% | +56.5% | -54.1% | -0.9% |
| YTD | +3.2% | +10.4% | -7.2% | +1.1% |
| 1Y | +1.5% | +3.1% | -1.6% | +2.8% |
| All | +1.5% | -4.8% | +6.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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