+99.6%
BDX vs XLRE
+107.7%
-8.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -5.4% | -2.7% | -2.7% | -4.2% |
| 30D | -2.2% | -2.3% | +0.2% | -1.1% |
| 3M | +20.1% | -3.5% | +23.5% | +22.1% |
| 6M | +9.1% | +1.9% | +7.2% | +8.2% |
| YTD | +17.9% | +8.3% | +9.5% | +13.6% |
| 1Y | +22.1% | +6.4% | +15.7% | +18.6% |
| 3Y | -10.5% | +30.2% | -40.8% | -21.2% |
| 5Y | -2.6% | +8.6% | -11.2% | -8.0% |
| 10Y | +57.5% | +87.4% | -29.9% | +12.6% |
| All | +99.6% | +107.7% | -8.1% | +37.9% |
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 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