+379.9%
CSCO vs XLRE
+89.0%
+290.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.9% |
| 7D | +2.7% | -1.2% | +3.8% | +3.4% |
| 30D | -9.5% | -2.4% | -7.1% | -8.4% |
| 3M | -7.6% | -2.5% | -5.1% | -6.7% |
| 6M | +44.9% | +4.0% | +40.9% | +40.5% |
| YTD | +47.7% | +9.3% | +38.4% | +38.9% |
| 1Y | +69.1% | +5.6% | +63.5% | +62.0% |
| 3Y | +113.5% | +31.3% | +82.2% | +76.9% |
| 5Y | +122.8% | +9.5% | +113.2% | +104.3% |
| All | +379.9% | +89.0% | +290.9% | +211.1% |
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