+86.9%
CBOE vs XLRE
+31.2%
+55.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -5.8% | -1.2% | -4.7% | -5.6% |
| 30D | -3.1% | -2.4% | -0.7% | -2.7% |
| 3M | -4.8% | -2.5% | -2.3% | -4.3% |
| 6M | -0.6% | +4.0% | -4.5% | -1.1% |
| YTD | +12.8% | +9.3% | +3.5% | +11.5% |
| 1Y | +19.8% | +5.6% | +14.2% | +18.9% |
| 3Y | +86.9% | +31.3% | +55.7% | +85.7% |
| All | +86.9% | +31.2% | +55.7% | +85.7% |
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