+22.2%
A vs XLRE
+14.1%
+8.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -0.1% |
| 7D | -2.4% | +7.1% | -9.5% | -4.5% |
| 30D | +3.6% | +10.9% | -7.4% | -0.1% |
| 3M | +27.5% | +0.7% | +26.7% | +27.3% |
| 6M | +58.5% | +4.1% | +54.3% | +55.9% |
| YTD | +31.2% | +14.5% | +16.7% | +19.9% |
| 1Y | +22.2% | +14.1% | +8.1% | +12.3% |
| All | +22.2% | +14.1% | +8.1% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling