+247.4%
A vs XLRE
+89.0%
+158.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.1% |
| 7D | -2.6% | -1.2% | -1.4% | -1.8% |
| 30D | -0.9% | -2.4% | +1.5% | +0.7% |
| 3M | +13.6% | -2.5% | +16.1% | +15.3% |
| 6M | +27.8% | +4.0% | +23.9% | +24.0% |
| YTD | +8.6% | +9.3% | -0.7% | +1.7% |
| 1Y | +16.9% | +5.6% | +11.3% | +12.0% |
| 3Y | +32.9% | +31.3% | +1.6% | +9.9% |
| 5Y | -14.1% | +9.5% | -23.7% | -20.3% |
| All | +247.4% | +89.0% | +158.3% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling