+78.7%
CME vs XLRE
+7.1%
+71.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -2.4% | -2.7% | +0.3% | -1.5% |
| 30D | +6.2% | -2.3% | +8.5% | +7.0% |
| 3M | +4.4% | -3.5% | +7.9% | +5.6% |
| 6M | -9.6% | +1.9% | -11.5% | -10.3% |
| YTD | +3.8% | +8.3% | -4.6% | +0.9% |
| 1Y | +9.5% | +6.4% | +3.2% | +7.2% |
| 3Y | +51.9% | +30.2% | +21.7% | +36.8% |
| 5Y | +78.7% | +8.6% | +70.1% | +78.3% |
| All | +78.7% | +7.1% | +71.6% | +78.3% |
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