-34.8%
BROS vs XLRE
+9.1%
-43.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.4% |
| 7D | -6.7% | -1.2% | -5.4% | -5.6% |
| 30D | -29.1% | -2.8% | -26.3% | -27.0% |
| 3M | -16.7% | -0.2% | -16.5% | -16.4% |
| 6M | -11.6% | +1.9% | -13.6% | -13.9% |
| YTD | -23.9% | +10.6% | -34.5% | -31.8% |
| 1Y | -34.8% | +8.8% | -43.6% | -42.0% |
| All | -34.8% | +9.1% | -43.9% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling