-17.9%
COMP vs XLRE
+7.8%
-25.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +12.0% |
| 7D | +13.4% | +1.9% | +11.5% | +9.9% |
| 30D | +11.1% | +8.5% | +2.6% | -3.8% |
| 3M | -18.8% | -1.0% | -17.9% | -16.9% |
| 6M | +10.5% | 0.0% | +10.5% | +9.7% |
| YTD | -3.4% | +11.7% | -15.1% | -21.6% |
| 1Y | +19.7% | +11.8% | +7.9% | -3.4% |
| 3Y | +381.6% | +40.8% | +340.8% | +140.9% |
| All | -17.9% | +7.8% | -25.7% | -30.4% |
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