+661.1%
BX vs XLRE
+89.0%
+572.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.6% |
| 7D | -5.6% | -1.2% | -4.5% | -4.4% |
| 30D | -12.2% | -2.4% | -9.8% | -10.0% |
| 3M | +7.4% | -2.5% | +9.9% | +9.9% |
| 6M | +22.2% | +4.0% | +18.2% | +17.3% |
| YTD | -14.0% | +9.3% | -23.3% | -21.4% |
| 1Y | -27.3% | +5.6% | -32.9% | -31.2% |
| 3Y | +24.5% | +31.3% | -6.7% | -4.4% |
| 5Y | +18.9% | +9.5% | +9.3% | +10.9% |
| All | +661.1% | +89.0% | +572.0% | +383.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling