+392.9%
BAC vs XLRE
+89.0%
+303.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | 0.0% | -1.2% | +1.2% | +0.9% |
| 30D | -2.8% | -2.4% | -0.4% | -1.1% |
| 3M | +14.2% | -2.5% | +16.7% | +16.1% |
| 6M | +30.5% | +4.0% | +26.6% | +26.3% |
| YTD | +15.8% | +9.3% | +6.5% | +7.7% |
| 1Y | +26.2% | +5.6% | +20.6% | +20.4% |
| 3Y | +136.5% | +31.3% | +105.2% | +89.1% |
| 5Y | +75.9% | +9.5% | +66.4% | +59.1% |
| All | +392.9% | +89.0% | +303.9% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling