-46.7%
COMP vs XLRE
+31.6%
-78.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.6% |
| 30D | -14.5% | -2.4% | -12.1% | -10.8% |
| 3M | +41.8% | +0.6% | +41.2% | +39.1% |
| 6M | +23.6% | +3.9% | +19.6% | +15.4% |
| YTD | +1.7% | +10.5% | -8.8% | -15.3% |
| 1Y | +12.6% | +8.4% | +4.2% | -3.3% |
| 3Y | +221.9% | +32.8% | +189.1% | +89.2% |
| 5Y | -28.1% | +7.0% | -35.2% | -38.2% |
| All | -46.7% | +31.6% | -78.3% | -57.6% |
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