+338.4%
A vs XLRE
+109.5%
+228.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | -4.4% | -0.7% | -3.7% | -3.9% |
| 30D | -2.7% | -2.2% | -0.4% | -1.3% |
| 3M | +7.0% | -2.6% | +9.7% | +8.7% |
| 6M | +24.6% | +2.6% | +22.1% | +22.0% |
| YTD | +7.0% | +9.3% | -2.2% | +0.3% |
| 1Y | +15.6% | +7.2% | +8.3% | +9.7% |
| 3Y | +29.9% | +31.3% | -1.4% | +7.7% |
| 5Y | -15.4% | +8.1% | -23.5% | -20.8% |
| 10Y | +248.9% | +88.9% | +159.9% | +132.8% |
| All | +338.4% | +109.5% | +228.9% | +178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling