+344.6%
BLK vs XLRE
+109.5%
+235.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -3.3% | -1.2% | -2.1% | -2.4% |
| 30D | -6.5% | -2.4% | -4.1% | -4.6% |
| 3M | +6.7% | -2.5% | +9.2% | +8.7% |
| 6M | +14.7% | +4.0% | +10.8% | +10.8% |
| YTD | +2.5% | +9.3% | -6.8% | -4.8% |
| 1Y | -2.8% | +5.6% | -8.4% | -7.2% |
| 3Y | +65.9% | +31.3% | +34.6% | +31.7% |
| 5Y | +33.0% | +9.5% | +23.4% | +21.8% |
| 10Y | +281.2% | +89.0% | +192.2% | +132.2% |
| All | +344.6% | +109.5% | +235.0% | +151.7% |
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