+262.7%
C vs XLRE
+112.0%
+150.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | +3.6% | -1.2% | +4.9% | +4.7% |
| 30D | +0.1% | -2.8% | +2.9% | +2.3% |
| 3M | +2.4% | -0.2% | +2.6% | +2.1% |
| 6M | +24.9% | +1.9% | +23.0% | +22.4% |
| YTD | +19.8% | +10.6% | +9.2% | +9.8% |
| 1Y | +44.9% | +8.8% | +36.0% | +34.3% |
| 3Y | +263.0% | +31.5% | +231.4% | +184.1% |
| 5Y | +129.5% | +6.6% | +123.0% | +110.3% |
| 10Y | +291.6% | +84.0% | +207.6% | +142.2% |
| All | +262.7% | +112.0% | +150.7% | +100.1% |
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