+151.4%
ADBE vs XLRE
+89.0%
+62.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.8% |
| 7D | -5.4% | -1.2% | -4.2% | -4.6% |
| 30D | -2.5% | -2.4% | -0.1% | -0.8% |
| 3M | +15.3% | -2.5% | +17.8% | +17.6% |
| 6M | -7.8% | +4.0% | -11.8% | -10.6% |
| YTD | -27.9% | +9.3% | -37.2% | -32.8% |
| 1Y | -28.0% | +5.6% | -33.6% | -31.2% |
| 3Y | -55.3% | +31.3% | -86.6% | -64.3% |
| 5Y | -61.7% | +9.5% | -71.3% | -64.7% |
| All | +151.4% | +89.0% | +62.4% | +64.0% |
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