+439.6%
ALL vs XLRE
+112.0%
+327.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | 0.0% | -1.2% | +1.3% | +0.8% |
| 30D | -1.5% | -2.8% | +1.3% | +0.1% |
| 3M | +23.6% | -0.2% | +23.8% | +23.8% |
| 6M | +22.3% | +1.9% | +20.4% | +20.8% |
| YTD | +26.5% | +10.6% | +16.0% | +18.8% |
| 1Y | +27.0% | +8.8% | +18.2% | +20.2% |
| 3Y | +149.6% | +31.5% | +118.1% | +108.7% |
| 5Y | +118.1% | +6.6% | +111.5% | +105.0% |
| 10Y | +369.0% | +84.0% | +284.9% | +221.1% |
| All | +439.6% | +112.0% | +327.6% | +253.1% |
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