+50.6%
CI vs XLRE
+7.1%
+43.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.3% |
| 30D | +3.1% | -2.3% | +5.5% | +4.1% |
| 3M | -4.5% | -3.5% | -1.0% | -3.2% |
| 6M | +8.3% | +1.9% | +6.4% | +7.5% |
| YTD | +3.8% | +8.3% | -4.6% | +0.6% |
| 1Y | -5.0% | +6.4% | -11.4% | -7.3% |
| 3Y | +5.8% | +30.2% | -24.5% | -4.8% |
| 5Y | +50.6% | +8.6% | +42.0% | +47.8% |
| All | +50.6% | +7.1% | +43.5% | +47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling