+258.5%
BN vs XLRE
+89.0%
+169.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.4% |
| 7D | -5.2% | -1.2% | -4.0% | -4.1% |
| 30D | -14.5% | -2.4% | -12.1% | -12.5% |
| 3M | -15.0% | -2.5% | -12.5% | -13.2% |
| 6M | -5.4% | +4.0% | -9.4% | -9.2% |
| YTD | -16.4% | +9.3% | -25.7% | -23.5% |
| 1Y | -16.2% | +5.6% | -21.8% | -20.8% |
| 3Y | +67.5% | +31.3% | +36.2% | +29.5% |
| 5Y | +34.1% | +9.5% | +24.6% | +22.7% |
| All | +258.5% | +89.0% | +169.4% | +115.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling