+115.4%
ALL vs XLRE
+7.1%
+108.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -4.3% | -2.7% | -1.6% | -3.0% |
| 30D | -3.6% | -2.3% | -1.2% | -2.5% |
| 3M | +13.2% | -3.5% | +16.7% | +15.2% |
| 6M | +22.5% | +1.9% | +20.6% | +21.3% |
| YTD | +22.7% | +8.3% | +14.4% | +17.8% |
| 1Y | +28.3% | +6.4% | +21.9% | +24.2% |
| 3Y | +152.0% | +30.2% | +121.8% | +120.8% |
| 5Y | +115.4% | +8.6% | +106.8% | +105.2% |
| All | +115.4% | +7.1% | +108.3% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling