+52.6%
AR vs XLRE
+112.0%
-59.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +2.5% | -1.2% | +3.7% | +3.4% |
| 30D | +14.8% | -2.8% | +17.6% | +16.9% |
| 3M | +6.2% | -0.2% | +6.4% | +6.0% |
| 6M | +4.3% | +1.9% | +2.3% | +1.6% |
| YTD | +14.4% | +10.6% | +3.8% | +4.8% |
| 1Y | +21.3% | +8.8% | +12.5% | +12.5% |
| 3Y | +39.8% | +31.5% | +8.3% | +11.3% |
| 5Y | +142.1% | +6.6% | +135.5% | +124.7% |
| 10Y | +52.0% | +84.0% | -32.0% | -2.6% |
| All | +52.6% | +112.0% | -59.4% | +1.1% |
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