-28.1%
COMP vs XLRE
+8.1%
-36.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.2% |
| 7D | +4.1% | -0.3% | +4.4% | +4.7% |
| 30D | -14.5% | -2.4% | -12.1% | -10.7% |
| 3M | +41.8% | +0.6% | +41.2% | +38.9% |
| 6M | +23.6% | +3.9% | +19.6% | +15.1% |
| YTD | +1.7% | +10.5% | -8.8% | -15.8% |
| 1Y | +12.6% | +8.4% | +4.2% | -3.9% |
| 3Y | +221.9% | +32.8% | +189.1% | +83.9% |
| 5Y | -28.1% | +7.0% | -35.2% | -41.2% |
| All | -28.1% | +8.1% | -36.2% | -41.2% |
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