+230.0%
COMP vs XLRE
+33.2%
+196.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.6% |
| 7D | +1.4% | -1.2% | +2.6% | +3.3% |
| 30D | -13.3% | -2.8% | -10.5% | -9.5% |
| 3M | +41.1% | -0.2% | +41.3% | +40.4% |
| 6M | +17.2% | +1.9% | +15.2% | +13.8% |
| YTD | +5.2% | +10.6% | -5.4% | -10.0% |
| 1Y | +18.9% | +8.8% | +10.1% | +4.0% |
| All | +230.0% | +33.2% | +196.7% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling