+547.9%
B vs XLRE
+115.9%
+432.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -7.3% | +0.8% | -8.2% | -7.6% |
| 30D | -3.3% | +6.9% | -10.3% | -5.6% |
| 3M | -7.8% | -0.8% | -6.9% | -7.4% |
| 6M | -15.5% | +2.1% | -17.6% | -16.2% |
| YTD | -12.3% | +12.6% | -24.9% | -15.7% |
| 1Y | +5.4% | +12.5% | -7.1% | +1.3% |
| 3Y | +165.5% | +44.2% | +121.3% | +136.5% |
| 5Y | +107.0% | +9.1% | +97.9% | +96.5% |
| 10Y | +210.6% | +111.8% | +98.8% | +162.0% |
| All | +547.9% | +115.9% | +432.0% | +481.6% |
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