+510.9%
BX vs XLRE
+107.7%
+403.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.0% |
| 7D | -8.9% | -2.7% | -6.2% | -6.3% |
| 30D | -14.8% | -2.3% | -12.4% | -12.7% |
| 3M | +6.9% | -3.5% | +10.4% | +10.5% |
| 6M | +16.3% | +1.9% | +14.4% | +14.0% |
| YTD | -16.1% | +8.3% | -24.4% | -22.6% |
| 1Y | -26.8% | +6.4% | -33.2% | -31.2% |
| 3Y | +22.4% | +30.2% | -7.8% | -5.1% |
| 5Y | +16.0% | +8.6% | +7.4% | +9.3% |
| 10Y | +646.9% | +87.4% | +559.6% | +354.4% |
| All | +510.9% | +107.7% | +403.1% | +234.6% |
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