-1.7%
XRT vs BTDR
+28.1%
-29.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.3% |
| 7D | -0.3% | +22.4% | -22.7% | -1.3% |
| 30D | -5.6% | +16.5% | -22.1% | -6.6% |
| 3M | +2.5% | -31.5% | +34.0% | +3.8% |
| 6M | +3.7% | +74.0% | -70.4% | -0.5% |
| YTD | +1.0% | +13.0% | -12.1% | -1.4% |
| 1Y | -1.2% | -0.2% | -1.0% | -3.9% |
| 3Y | +43.4% | +9.9% | +33.5% | +30.3% |
| All | -1.7% | +28.1% | -29.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling