+196.6%
B vs XLRE
+31.2%
+165.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.8% |
| 7D | +1.0% | -0.7% | +1.8% | +1.5% |
| 30D | +9.5% | -2.2% | +11.7% | +11.1% |
| 3M | +14.3% | -2.6% | +17.0% | +16.1% |
| 6M | -1.9% | +2.6% | -4.4% | -3.4% |
| YTD | +4.1% | +9.3% | -5.2% | -1.3% |
| 1Y | +56.1% | +7.2% | +48.9% | +49.5% |
| All | +196.6% | +31.2% | +165.4% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling