+216.1%
C vs XLRE
+44.1%
+172.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +0.2% | +6.0% | -5.9% | -3.3% |
| 3M | -9.3% | +0.5% | -9.9% | -9.7% |
| 6M | -0.8% | +1.2% | -2.1% | -1.9% |
| YTD | +8.5% | +12.6% | -4.1% | 0.0% |
| 1Y | +23.1% | +11.0% | +12.1% | +14.4% |
| All | +216.1% | +44.1% | +172.0% | +145.0% |
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