-46.5%
COMP vs XLRE
+35.0%
-81.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +3.2% |
| 7D | +14.5% | +2.3% | +12.3% | +10.5% |
| 30D | +14.9% | +7.3% | +7.6% | +2.3% |
| 3M | -14.2% | +0.1% | -14.3% | -13.8% |
| 6M | +23.7% | +2.3% | +21.5% | +18.4% |
| YTD | +2.1% | +13.3% | -11.2% | -18.1% |
| 1Y | +26.2% | +12.0% | +14.2% | +3.1% |
| 3Y | +470.9% | +45.5% | +425.4% | +184.1% |
| 5Y | -14.0% | +9.3% | -23.4% | -29.2% |
| All | -46.5% | +35.0% | -81.4% | -59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling