-50.2%
COMP vs XLRE
+34.1%
-84.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.3% |
| 7D | +8.9% | +0.1% | +8.8% | +8.6% |
| 30D | +14.0% | +6.0% | +7.9% | +3.6% |
| 3M | -21.1% | +0.5% | -21.7% | -21.3% |
| 6M | +20.1% | +1.2% | +18.9% | +17.0% |
| YTD | -5.0% | +12.6% | -17.6% | -23.0% |
| 1Y | +5.7% | +11.0% | -5.3% | -12.4% |
| 3Y | +412.2% | +43.0% | +369.3% | +163.1% |
| 5Y | -12.1% | +9.1% | -21.2% | -26.9% |
| All | -50.2% | +34.1% | -84.3% | -61.5% |
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