+677.2%
XRT vs BTG
+332.2%
+345.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +1.7% | -9.1% | +10.8% | +2.2% |
| 30D | +7.5% | -1.6% | +9.1% | +7.5% |
| 3M | +2.2% | -2.8% | +5.0% | +2.2% |
| 6M | +14.7% | -7.6% | +22.3% | +14.7% |
| YTD | +7.5% | +10.2% | -2.7% | +6.2% |
| 1Y | +14.1% | +21.3% | -7.1% | +12.2% |
| 3Y | +58.8% | +82.7% | -23.9% | +51.8% |
| 5Y | -3.9% | +30.8% | -34.7% | -7.4% |
| 10Y | +137.7% | +163.7% | -26.0% | +120.4% |
| All | +677.2% | +332.2% | +345.0% | +512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 all: compounded portfolio wealth divided by compounded BTG 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…
all analysis · Full analysis span regression · 6 months rolling