+402.5%
BAC vs XLRE
+111.8%
+290.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -0.7% | -2.4% | +1.7% | +1.0% |
| 3M | +16.9% | +0.6% | +16.3% | +16.2% |
| 6M | +29.6% | +3.9% | +25.6% | +25.5% |
| YTD | +15.3% | +10.5% | +4.8% | +6.5% |
| 1Y | +28.8% | +8.4% | +20.4% | +20.7% |
| 3Y | +136.4% | +32.8% | +103.6% | +88.2% |
| 5Y | +72.9% | +7.0% | +65.9% | +59.6% |
| 10Y | +391.8% | +83.8% | +308.0% | +217.7% |
| All | +402.5% | +111.8% | +290.7% | +191.6% |
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