+18.4%
BX vs XLRE
+8.4%
+10.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.4% |
| 7D | -5.6% | -1.2% | -4.5% | -4.2% |
| 30D | -12.2% | -2.4% | -9.8% | -9.6% |
| 3M | +7.4% | -2.5% | +9.9% | +10.4% |
| 6M | +22.2% | +4.0% | +18.2% | +16.1% |
| YTD | -14.0% | +9.3% | -23.3% | -23.1% |
| 1Y | -27.3% | +5.6% | -32.9% | -32.2% |
| 3Y | +24.5% | +31.3% | -6.7% | -12.0% |
| All | +18.4% | +8.4% | +10.0% | +7.5% |
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