+46.4%
BEN vs XLRE
+109.5%
-63.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.6% |
| 7D | +3.4% | -0.7% | +4.1% | +4.0% |
| 30D | +1.8% | -2.2% | +4.0% | +3.6% |
| 3M | +8.4% | -2.6% | +11.0% | +10.4% |
| 6M | +35.6% | +2.6% | +33.1% | +32.6% |
| YTD | +46.4% | +9.3% | +37.1% | +36.0% |
| 1Y | +46.3% | +7.2% | +39.1% | +37.9% |
| 3Y | +54.6% | +31.3% | +23.3% | +23.6% |
| 5Y | +39.4% | +8.1% | +31.2% | +29.4% |
| 10Y | +57.6% | +88.9% | -31.4% | -1.5% |
| All | +46.4% | +109.5% | -63.1% | -14.7% |
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 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