-39.3%
BAX vs XLRE
+89.0%
-128.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.1% |
| 7D | -7.9% | -1.2% | -6.7% | -7.2% |
| 30D | -11.7% | -2.4% | -9.2% | -10.4% |
| 3M | +16.2% | -2.5% | +18.7% | +18.1% |
| 6M | +32.0% | +4.0% | +28.0% | +29.5% |
| YTD | +24.7% | +9.3% | +15.4% | +18.9% |
| 1Y | -2.6% | +5.6% | -8.2% | -5.3% |
| 3Y | -35.0% | +31.3% | -66.3% | -43.5% |
| 5Y | -67.6% | +9.5% | -77.1% | -69.5% |
| All | -39.3% | +89.0% | -128.3% | -55.3% |
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