+5.8%
AVGO vs XLRE
+3.9%
+1.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -2.0% |
| 7D | -0.8% | -0.7% | 0.0% | -1.3% |
| 30D | -13.7% | -2.2% | -11.5% | -15.2% |
| 3M | -6.9% | -2.6% | -4.3% | -8.4% |
| 6M | +5.8% | +2.6% | +3.2% | -0.1% |
| All | +5.8% | +3.9% | +1.9% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling