+433.9%
BTSG vs XLRE
+22.0%
+411.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | -3.3% | -1.2% | -2.1% | -2.5% |
| 30D | -1.6% | -2.4% | +0.8% | 0.0% |
| 3M | -6.9% | -2.5% | -4.4% | -5.4% |
| 6M | +42.1% | +4.0% | +38.1% | +37.8% |
| YTD | +56.8% | +9.3% | +47.5% | +46.2% |
| 1Y | +109.8% | +5.6% | +104.2% | +100.6% |
| All | +433.9% | +22.0% | +411.9% | +363.2% |
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 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