+63.0%
BROS vs XLRE
+31.2%
+31.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.3% |
| 7D | -5.8% | -1.2% | -4.6% | -4.8% |
| 30D | -14.0% | -2.4% | -11.6% | -12.1% |
| 3M | -32.5% | -2.5% | -30.0% | -31.0% |
| 6M | -14.9% | +4.0% | -18.9% | -17.7% |
| YTD | -28.3% | +9.3% | -37.6% | -33.4% |
| 1Y | -34.0% | +5.6% | -39.6% | -36.9% |
| 3Y | +63.0% | +31.3% | +31.7% | +34.6% |
| All | +63.0% | +31.2% | +31.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling