+110.4%
XLRE vs BBWI
-64.2%
+174.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.1% | +0.4% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | -2.4% | -6.2% | +3.8% | -1.7% |
| 3M | +0.6% | +4.3% | -3.8% | -0.6% |
| 6M | +3.9% | -7.2% | +11.1% | +3.8% |
| YTD | +10.5% | -3.0% | +13.5% | +9.3% |
| 1Y | +8.4% | -30.8% | +39.1% | +11.7% |
| 3Y | +32.8% | -43.4% | +76.2% | +36.9% |
| 5Y | +7.0% | -66.7% | +73.8% | +16.0% |
| 10Y | +83.8% | -55.7% | +139.5% | +66.7% |
| All | +110.4% | -64.2% | +174.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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