-67.0%
BAX vs XLRE
+7.1%
-74.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.3% |
| 7D | -5.4% | -2.7% | -2.7% | -3.7% |
| 30D | -12.4% | -2.3% | -10.1% | -11.0% |
| 3M | +19.1% | -3.5% | +22.6% | +22.0% |
| 6M | +38.6% | +1.9% | +36.8% | +37.5% |
| YTD | +26.7% | +8.3% | +18.4% | +21.1% |
| 1Y | +1.0% | +6.4% | -5.4% | -2.3% |
| 3Y | -33.9% | +30.2% | -64.1% | -41.7% |
| 5Y | -67.0% | +8.6% | -75.7% | -68.9% |
| All | -67.0% | +7.1% | -74.2% | -68.9% |
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