+29.5%
A vs XLRE
+30.1%
-0.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -4.6% | -2.7% | -1.9% | -2.7% |
| 30D | -4.3% | -2.3% | -1.9% | -2.7% |
| 3M | +8.9% | -3.5% | +12.4% | +11.4% |
| 6M | +24.5% | +1.9% | +22.6% | +22.1% |
| YTD | +5.8% | +8.3% | -2.5% | -1.3% |
| 1Y | +16.2% | +6.4% | +9.8% | +10.0% |
| All | +29.5% | +30.1% | -0.6% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling