+228.4%
C vs XLRE
+115.9%
+112.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +4.2% | +0.8% | +3.3% | +3.5% |
| 30D | +2.0% | +6.9% | -5.0% | -3.3% |
| 3M | -10.1% | -0.8% | -9.3% | -9.6% |
| 6M | +1.0% | +2.1% | -1.1% | -1.2% |
| YTD | +8.5% | +12.6% | -4.1% | -2.1% |
| 1Y | +25.7% | +12.5% | +13.2% | +13.6% |
| 3Y | +216.0% | +44.2% | +171.8% | +129.6% |
| 5Y | +112.3% | +9.1% | +103.2% | +91.0% |
| 10Y | +217.8% | +111.8% | +106.0% | +80.0% |
| All | +228.4% | +115.9% | +112.5% | +78.5% |
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