+26.2%
BRO vs XLRE
+7.7%
+18.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.6% |
| 7D | -4.3% | -1.8% | -2.5% | -3.3% |
| 30D | -3.1% | -4.7% | +1.6% | -0.4% |
| 3M | +14.2% | -4.1% | +18.3% | +17.1% |
| 6M | +0.6% | +3.6% | -3.0% | -1.4% |
| YTD | -13.6% | +8.5% | -22.1% | -17.7% |
| 1Y | -26.2% | +5.3% | -31.6% | -28.5% |
| 3Y | -4.7% | +29.3% | -34.0% | -19.3% |
| 5Y | +26.2% | +8.4% | +17.8% | +25.2% |
| All | +26.2% | +7.7% | +18.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling