+281.9%
BN vs XLRE
+111.8%
+170.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | -10.9% | -2.4% | -8.5% | -8.9% |
| 3M | -11.1% | +0.6% | -11.7% | -11.8% |
| 6M | -4.4% | +3.9% | -8.3% | -8.1% |
| YTD | -14.1% | +10.5% | -24.6% | -22.1% |
| 1Y | -11.1% | +8.4% | -19.4% | -17.9% |
| 3Y | +75.6% | +32.8% | +42.8% | +34.6% |
| 5Y | +35.8% | +7.0% | +28.8% | +27.0% |
| 10Y | +261.6% | +83.8% | +177.8% | +113.3% |
| All | +281.9% | +111.8% | +170.1% | +98.5% |
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