-13.6%
BKNG vs XLRE
+14.1%
-27.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.3% | +6.5% | +7.4% |
| 7D | +15.6% | +7.1% | +8.5% | +10.6% |
| 30D | +8.0% | +10.9% | -3.0% | +1.2% |
| 3M | -11.8% | +0.7% | -12.5% | -12.5% |
| 6M | +3.8% | +4.1% | -0.4% | +1.5% |
| YTD | -19.6% | +14.5% | -34.1% | -25.8% |
| 1Y | -13.6% | +14.1% | -27.7% | -19.8% |
| All | -13.6% | +14.1% | -27.7% | -19.8% |
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 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