+274.0%
C vs XLRE
+30.1%
+243.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | +0.3% | -2.7% | +3.0% | +1.9% |
| 30D | +2.0% | -2.3% | +4.3% | +3.4% |
| 3M | +4.4% | -3.5% | +7.8% | +6.3% |
| 6M | +28.3% | +1.9% | +26.5% | +26.0% |
| YTD | +20.5% | +8.3% | +12.1% | +13.5% |
| 1Y | +45.5% | +6.4% | +39.2% | +38.7% |
| All | +274.0% | +30.1% | +243.9% | +203.9% |
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