+241.2%
BKNG vs XLRE
+107.7%
+133.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.1% |
| 7D | -10.7% | -2.7% | -7.9% | -9.0% |
| 30D | -18.1% | -2.3% | -15.8% | -16.8% |
| 3M | +8.5% | -3.5% | +12.0% | +11.1% |
| 6M | -0.1% | +1.9% | -1.9% | -1.3% |
| YTD | -18.2% | +8.3% | -26.6% | -22.7% |
| 1Y | -19.9% | +6.4% | -26.2% | -23.4% |
| 3Y | +41.6% | +30.2% | +11.4% | +16.0% |
| 5Y | +93.1% | +8.6% | +84.5% | +78.1% |
| 10Y | +214.8% | +87.4% | +127.4% | +101.6% |
| All | +241.2% | +107.7% | +133.5% | +99.0% |
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