+1,726.2%
BE vs XLRE
+31.2%
+1,695.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.9% | +5.8% | +5.9% |
| 7D | +9.0% | -1.2% | +10.2% | +10.4% |
| 30D | +16.3% | -2.4% | +18.7% | +19.1% |
| 3M | +10.8% | -2.5% | +13.3% | +10.6% |
| 6M | +73.2% | +4.0% | +69.2% | +60.2% |
| YTD | +217.4% | +9.3% | +208.1% | +174.1% |
| 1Y | +309.8% | +5.6% | +304.2% | +268.0% |
| 3Y | +1,726.2% | +31.3% | +1,694.9% | +1,016.7% |
| All | +1,726.2% | +31.2% | +1,695.0% | +1,016.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling