+73.1%
BAC vs XLRE
+8.4%
+64.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.8% |
| 30D | -2.8% | -2.4% | -0.4% | -1.3% |
| 3M | +14.2% | -2.5% | +16.7% | +15.9% |
| 6M | +30.5% | +4.0% | +26.6% | +26.8% |
| YTD | +15.8% | +9.3% | +6.5% | +8.7% |
| 1Y | +26.2% | +5.6% | +20.6% | +21.1% |
| 3Y | +136.5% | +31.3% | +105.2% | +94.2% |
| All | +73.1% | +8.4% | +64.6% | +56.5% |
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