+1,044.9%
ASX vs XLRE
+112.0%
+932.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -0.7% | -1.2% | +0.5% | 0.0% |
| 30D | +2.0% | -2.8% | +4.8% | +3.7% |
| 3M | -1.3% | -0.2% | -1.1% | -2.2% |
| 6M | +71.4% | +1.9% | +69.5% | +67.6% |
| YTD | +135.3% | +10.6% | +124.8% | +118.4% |
| 1Y | +267.5% | +8.8% | +258.7% | +243.4% |
| 3Y | +388.5% | +31.5% | +357.0% | +299.1% |
| 5Y | +417.1% | +6.6% | +410.5% | +381.2% |
| 10Y | +872.7% | +84.0% | +788.7% | +550.7% |
| All | +1,044.9% | +112.0% | +932.9% | +617.9% |
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