+263.4%
BBY vs XLRE
+109.5%
+153.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.5% |
| 7D | +0.6% | -1.2% | +1.7% | +1.5% |
| 30D | +9.4% | -2.4% | +11.8% | +11.4% |
| 3M | +19.3% | -2.5% | +21.8% | +21.5% |
| 6M | +47.9% | +4.0% | +43.9% | +43.5% |
| YTD | +39.6% | +9.3% | +30.3% | +30.5% |
| 1Y | +22.2% | +5.6% | +16.6% | +17.1% |
| 3Y | +45.0% | +31.3% | +13.7% | +18.9% |
| 5Y | +2.6% | +9.5% | -7.0% | -5.3% |
| 10Y | +250.5% | +89.0% | +161.5% | +132.9% |
| All | +263.4% | +109.5% | +153.8% | +135.8% |
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