+292.4%
C vs XLRE
+89.0%
+203.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.5% |
| 7D | +0.8% | -1.2% | +2.0% | +1.7% |
| 30D | +0.9% | -2.4% | +3.3% | +2.8% |
| 3M | +1.1% | -2.5% | +3.5% | +2.7% |
| 6M | +28.4% | +4.0% | +24.4% | +23.7% |
| YTD | +20.8% | +9.3% | +11.5% | +11.5% |
| 1Y | +43.4% | +5.6% | +37.9% | +36.2% |
| 3Y | +274.9% | +31.3% | +243.6% | +192.7% |
| 5Y | +136.7% | +9.5% | +127.1% | +110.9% |
| All | +292.4% | +89.0% | +203.4% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling