-29.5%
BITO vs XLRE
+11.7%
-41.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.2% | -4.1% |
| 7D | -5.9% | +2.9% | -8.8% | -7.1% |
| 30D | -11.5% | +7.8% | -19.3% | -14.7% |
| 3M | +15.6% | -1.2% | +16.8% | +16.7% |
| 6M | -8.9% | +2.0% | -10.9% | -10.3% |
| YTD | -15.9% | +12.4% | -28.3% | -24.7% |
| 1Y | -29.5% | +12.1% | -41.6% | -36.6% |
| All | -29.5% | +11.7% | -41.2% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling