+1,054.3%
ASX vs XLRE
+117.0%
+937.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +0.8% | -1.2% | +2.0% | +1.8% |
| 30D | -20.4% | +6.4% | -26.8% | -23.4% |
| 3M | -2.1% | +2.0% | -4.2% | -3.4% |
| 6M | +8.2% | +1.8% | +6.4% | +5.9% |
| YTD | +137.3% | +13.2% | +124.1% | +117.1% |
| 1Y | +155.0% | +10.7% | +144.3% | +136.6% |
| 3Y | +397.9% | +43.7% | +354.2% | +284.6% |
| 5Y | +529.2% | +9.7% | +519.5% | +475.6% |
| 10Y | +1,007.5% | +112.8% | +894.7% | +586.5% |
| All | +1,054.3% | +117.0% | +937.3% | +613.6% |
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