+8.9%
XLRE vs BIDU
-44.1%
+53.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.2% | -8.1% | +7.0% | -0.5% |
| 30D | -2.4% | -12.8% | +10.4% | -1.4% |
| 3M | -2.5% | -21.3% | +18.8% | -0.8% |
| 6M | +4.0% | -27.0% | +30.9% | +6.2% |
| YTD | +9.3% | -30.0% | +39.3% | +11.7% |
| 1Y | +5.6% | -18.3% | +23.8% | +5.9% |
| 3Y | +31.3% | -33.8% | +65.1% | +32.4% |
| All | +8.9% | -44.1% | +53.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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