-3.5%
BA vs XLRE
+6.4%
-9.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.3% |
| 7D | -1.2% | -0.7% | -0.4% | -0.7% |
| 30D | -11.3% | -2.2% | -9.1% | -10.0% |
| 3M | -3.8% | -2.6% | -1.1% | -2.3% |
| 6M | -8.3% | +2.6% | -10.8% | -10.1% |
| YTD | -4.9% | +9.3% | -14.2% | -11.0% |
| 1Y | -10.1% | +7.2% | -17.3% | -14.8% |
| 3Y | -2.3% | +31.3% | -33.6% | -21.9% |
| 5Y | -3.5% | +8.1% | -11.7% | -7.0% |
| All | -3.5% | +6.4% | -9.9% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling