+20.3%
BND vs XLRE
+107.7%
-87.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -1.0% | -2.3% | +1.4% | -0.8% |
| 3M | -1.2% | -3.5% | +2.2% | -1.0% |
| 6M | -2.0% | +1.9% | -3.9% | -2.2% |
| YTD | -1.2% | +8.3% | -9.5% | -1.8% |
| 1Y | -0.5% | +6.4% | -6.8% | -1.0% |
| 3Y | +12.4% | +30.2% | -17.8% | +10.0% |
| 5Y | -2.5% | +8.6% | -11.1% | -3.9% |
| 10Y | +15.0% | +87.4% | -72.4% | +10.2% |
| All | +20.3% | +107.7% | -87.5% | +15.5% |
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