+20.4%
BTDR vs XLRE
+8.4%
+12.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.1% |
| 7D | -3.4% | -1.2% | -2.2% | -2.5% |
| 30D | +32.6% | -2.4% | +35.0% | +35.0% |
| 3M | -32.2% | -2.5% | -29.7% | -31.4% |
| 6M | +52.4% | +4.0% | +48.4% | +47.2% |
| YTD | +6.7% | +9.3% | -2.6% | -0.4% |
| 1Y | -15.2% | +5.6% | -20.8% | -18.7% |
| 3Y | +14.9% | +31.3% | -16.4% | +2.7% |
| All | +20.4% | +8.4% | +12.0% | +7.9% |
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 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