+1,008.9%
BE vs XLRE
+78.0%
+930.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.1% | +9.7% | +9.7% |
| 7D | +29.8% | -0.3% | +30.1% | +30.2% |
| 30D | +26.4% | -2.4% | +28.8% | +30.0% |
| 3M | +9.3% | +0.6% | +8.7% | +5.5% |
| 6M | +105.1% | +3.9% | +101.1% | +90.9% |
| YTD | +219.0% | +10.5% | +208.6% | +174.6% |
| 1Y | +418.8% | +8.4% | +410.4% | +354.9% |
| 3Y | +1,784.6% | +32.8% | +1,751.8% | +1,216.0% |
| 5Y | +1,251.0% | +7.0% | +1,243.9% | +1,147.1% |
| All | +1,008.9% | +78.0% | +930.9% | +581.8% |
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