+56.7%
BDX vs XLRE
+89.0%
-32.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.4% |
| 7D | -3.2% | -1.2% | -2.0% | -2.6% |
| 30D | -2.5% | -2.4% | -0.1% | -1.4% |
| 3M | +21.4% | -2.5% | +23.9% | +22.9% |
| 6M | +10.4% | +4.0% | +6.4% | +8.5% |
| YTD | +18.8% | +9.3% | +9.6% | +14.0% |
| 1Y | +21.7% | +5.6% | +16.1% | +18.7% |
| 3Y | -10.0% | +31.3% | -41.2% | -21.0% |
| 5Y | -1.8% | +9.5% | -11.4% | -7.7% |
| All | +56.7% | +89.0% | -32.4% | +15.2% |
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