+426.2%
BTSG vs XLRE
+20.9%
+405.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.1% |
| 7D | -5.8% | -2.7% | -3.1% | -4.0% |
| 30D | 0.0% | -2.3% | +2.3% | +1.6% |
| 3M | -4.5% | -3.5% | -1.0% | -2.3% |
| 6M | +40.0% | +1.9% | +38.1% | +37.6% |
| YTD | +54.6% | +8.3% | +46.2% | +44.9% |
| 1Y | +106.1% | +6.4% | +99.7% | +95.8% |
| All | +426.2% | +20.9% | +405.2% | +359.1% |
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