-11.8%
BA vs XLRE
+44.3%
-56.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | 0.0% | +2.1% | -2.0% | -1.1% |
| 30D | -8.9% | +7.1% | -16.1% | -12.2% |
| 3M | -25.5% | +1.3% | -26.8% | -26.0% |
| 6M | -27.0% | +2.1% | -29.1% | -28.0% |
| YTD | -20.1% | +13.1% | -33.3% | -25.4% |
| 1Y | -11.0% | +11.9% | -22.9% | -16.4% |
| 3Y | -11.8% | +43.7% | -55.5% | -22.4% |
| All | -11.8% | +44.3% | -56.1% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling