+88.2%
XLRE vs BTG
+159.3%
-71.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.2% | -3.8% | +2.6% | -0.9% |
| 30D | -2.4% | +3.6% | -6.0% | -2.8% |
| 3M | -2.5% | +32.0% | -34.5% | -5.1% |
| 6M | +4.0% | +3.4% | +0.6% | +2.9% |
| YTD | +9.3% | +20.8% | -11.5% | +6.2% |
| 1Y | +5.6% | +22.4% | -16.8% | +2.1% |
| 3Y | +31.3% | +91.7% | -60.4% | +20.1% |
| 5Y | +9.5% | +79.0% | -69.4% | 0.0% |
| All | +88.2% | +159.3% | -71.1% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling