+8.9%
XLRE vs BTG
+78.0%
-69.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.2% | -3.8% | +2.6% | -0.8% |
| 30D | -2.4% | +3.6% | -6.0% | -2.9% |
| 3M | -2.5% | +32.0% | -34.5% | -5.9% |
| 6M | +4.0% | +3.4% | +0.6% | +2.7% |
| YTD | +9.3% | +20.8% | -11.5% | +5.0% |
| 1Y | +5.6% | +22.4% | -16.8% | +0.6% |
| 3Y | +31.3% | +91.7% | -60.4% | +13.9% |
| All | +8.9% | +78.0% | -69.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling