+612.1%
COST vs XLRE
+107.7%
+504.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.3% |
| 30D | -4.4% | -2.3% | -2.1% | -3.4% |
| 3M | -8.1% | -3.5% | -4.6% | -6.6% |
| 6M | -9.2% | +1.9% | -11.1% | -10.2% |
| YTD | +5.1% | +8.3% | -3.2% | +1.1% |
| 1Y | -5.1% | +6.4% | -11.5% | -8.0% |
| 3Y | +70.4% | +30.2% | +40.1% | +48.7% |
| 5Y | +104.7% | +8.6% | +96.1% | +93.6% |
| 10Y | +608.8% | +87.4% | +521.5% | +429.4% |
| All | +612.1% | +107.7% | +504.3% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling