+15.3%
BTDR vs XLRE
+9.0%
+6.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -5.9% |
| 7D | -3.2% | -2.7% | -0.5% | -1.2% |
| 30D | +32.7% | -2.3% | +35.0% | +35.0% |
| 3M | -28.4% | -3.5% | -24.9% | -27.0% |
| 6M | +51.7% | +1.9% | +49.8% | +48.8% |
| YTD | +2.9% | +8.3% | -5.5% | -3.4% |
| 1Y | -15.5% | +6.4% | -21.9% | -19.3% |
| 3Y | 0.0% | +30.2% | -30.2% | -10.0% |
| 5Y | +16.5% | +8.6% | +7.8% | +5.1% |
| All | +15.3% | +9.0% | +6.3% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling