-10.0%
BA vs XLRE
+6.3%
-16.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.3% |
| 30D | -12.2% | -2.3% | -9.9% | -11.1% |
| 3M | -2.0% | -3.5% | +1.5% | -0.4% |
| 6M | -6.0% | +1.9% | -7.8% | -8.7% |
| YTD | -5.7% | +8.3% | -14.0% | -10.6% |
| 1Y | -10.0% | +6.4% | -16.4% | -14.2% |
| All | -10.0% | +6.3% | -16.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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