+136.4%
BP vs XLRE
+111.8%
+24.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | +0.9% | -0.3% | +1.2% | +1.1% |
| 30D | +9.1% | -2.4% | +11.5% | +10.5% |
| 3M | +3.9% | +0.6% | +3.3% | +3.3% |
| 6M | +13.6% | +3.9% | +9.7% | +10.5% |
| YTD | +34.0% | +10.5% | +23.5% | +25.7% |
| 1Y | +39.2% | +8.4% | +30.8% | +31.8% |
| 3Y | +36.4% | +32.8% | +3.6% | +13.1% |
| 5Y | +135.8% | +7.0% | +128.8% | +118.7% |
| 10Y | +125.0% | +83.8% | +41.2% | +50.1% |
| All | +136.4% | +111.8% | +24.5% | +44.6% |
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