-5.1%
XRT vs BTDR
+15.3%
-20.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.5% |
| 7D | -3.6% | -3.2% | -0.4% | -3.4% |
| 30D | -6.7% | +32.7% | -39.4% | -8.2% |
| 3M | -1.4% | -28.4% | +27.0% | -0.4% |
| 6M | +1.7% | +51.7% | -50.0% | -1.7% |
| YTD | -1.5% | +2.9% | -4.3% | -3.3% |
| 1Y | -2.5% | -15.5% | +13.0% | -4.4% |
| 3Y | +39.9% | 0.0% | +39.9% | +27.8% |
| 5Y | -2.6% | +16.5% | -19.1% | -16.6% |
| All | -5.1% | +15.3% | -20.4% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling