+108.1%
XLRE vs BNS
+243.3%
-135.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -2.4% | +3.5% | -5.9% | -4.2% |
| 3M | -2.5% | +14.1% | -16.6% | -9.1% |
| 6M | +4.0% | +33.8% | -29.8% | -10.6% |
| YTD | +9.3% | +29.5% | -20.2% | -4.7% |
| 1Y | +5.6% | +48.4% | -42.8% | -14.2% |
| 3Y | +31.3% | +129.6% | -98.3% | -15.5% |
| 5Y | +9.5% | +96.1% | -86.5% | -24.4% |
| 10Y | +89.0% | +186.2% | -97.2% | +3.6% |
| All | +108.1% | +243.3% | -135.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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