+606.1%
COST vs XLRE
+89.0%
+517.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | -1.2% | -1.2% | 0.0% | -0.7% |
| 30D | -4.7% | -2.4% | -2.3% | -3.6% |
| 3M | -7.1% | -2.5% | -4.6% | -6.1% |
| 6M | -8.5% | +4.0% | -12.5% | -10.3% |
| YTD | +5.4% | +9.3% | -3.9% | +0.9% |
| 1Y | -5.6% | +5.6% | -11.2% | -8.3% |
| 3Y | +68.5% | +31.3% | +37.2% | +46.0% |
| 5Y | +105.2% | +9.5% | +95.7% | +93.2% |
| All | +606.1% | +89.0% | +517.0% | +413.8% |
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