+39.9%
BA vs XLRE
+116.9%
-77.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | 0.0% | +2.1% | -2.0% | -1.9% |
| 30D | -8.9% | +7.1% | -16.1% | -14.5% |
| 3M | -25.5% | +1.3% | -26.8% | -26.5% |
| 6M | -27.0% | +2.1% | -29.1% | -28.8% |
| YTD | -20.1% | +13.1% | -33.3% | -29.2% |
| 1Y | -11.0% | +11.9% | -22.9% | -20.3% |
| 3Y | -11.8% | +43.7% | -55.5% | -39.8% |
| 5Y | -20.6% | +9.7% | -30.4% | -29.8% |
| 10Y | +26.6% | +113.0% | -86.4% | -33.4% |
| All | +39.9% | +116.9% | -77.0% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling