+285.2%
BRO vs XLRE
+89.0%
+196.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -7.3% | -1.2% | -6.2% | -6.6% |
| 30D | -6.9% | -2.4% | -4.4% | -5.4% |
| 3M | +10.7% | -2.5% | +13.2% | +12.6% |
| 6M | -2.7% | +4.0% | -6.7% | -5.1% |
| YTD | -16.3% | +9.3% | -25.6% | -20.9% |
| 1Y | -29.1% | +5.6% | -34.7% | -31.5% |
| 3Y | -7.8% | +31.3% | -39.1% | -23.6% |
| 5Y | +18.7% | +9.5% | +9.2% | +10.4% |
| All | +285.2% | +89.0% | +196.2% | +166.9% |
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