+646.1%
XRT vs BTG
+392.0%
+254.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | -4.2% | +36.8% | -41.0% | -5.8% |
| 3M | +5.1% | +23.1% | -18.0% | +3.8% |
| 6M | +2.4% | +3.5% | -1.1% | +1.8% |
| YTD | +3.2% | +25.5% | -22.3% | +1.4% |
| 1Y | +1.5% | +40.1% | -38.6% | -1.0% |
| 3Y | +40.6% | +101.1% | -60.6% | +33.8% |
| 5Y | -1.0% | +70.6% | -71.6% | -5.6% |
| 10Y | +128.4% | +152.1% | -23.7% | +111.6% |
| All | +646.1% | +392.0% | +254.1% | +484.7% |
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