-12.8%
BKNG vs XLRE
+9.1%
-21.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -6.0% | -1.2% | -4.8% | -5.4% |
| 30D | -6.6% | -2.8% | -3.8% | -5.2% |
| 3M | +15.7% | -0.2% | +15.9% | +16.3% |
| 6M | +14.1% | +1.9% | +12.2% | +12.8% |
| YTD | -9.3% | +10.6% | -19.9% | -13.0% |
| 1Y | -12.8% | +8.8% | -21.6% | -15.3% |
| All | -12.8% | +9.1% | -21.9% | -15.3% |
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