+16.9%
A vs XLRE
+7.1%
+9.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.3% |
| 7D | -2.6% | -1.2% | -1.4% | -2.1% |
| 30D | -0.9% | -2.4% | +1.5% | +0.1% |
| 3M | +13.6% | -2.5% | +16.1% | +14.7% |
| 6M | +27.8% | +4.0% | +23.9% | +24.3% |
| YTD | +8.6% | +9.3% | -0.7% | +1.4% |
| 1Y | +16.9% | +5.6% | +11.3% | +12.8% |
| All | +16.9% | +7.1% | +9.7% | +12.8% |
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 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