+660.1%
B vs XLRE
+111.8%
+548.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +1.4% | -2.4% | +3.8% | +2.3% |
| 3M | +12.2% | +0.6% | +11.6% | +11.9% |
| 6M | -2.1% | +3.9% | -6.1% | -3.3% |
| YTD | +2.9% | +10.5% | -7.5% | -0.4% |
| 1Y | +55.3% | +8.4% | +46.9% | +51.1% |
| 3Y | +198.7% | +32.8% | +165.9% | +172.4% |
| 5Y | +153.8% | +7.0% | +146.7% | +142.3% |
| 10Y | +193.4% | +83.8% | +109.6% | +148.0% |
| All | +660.1% | +111.8% | +548.3% | +586.6% |
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