+5.4%
D vs XLRE
+7.1%
-1.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.5% |
| 7D | -1.6% | -2.7% | +1.1% | +0.1% |
| 30D | -3.5% | -2.3% | -1.2% | -2.1% |
| 3M | -1.6% | -3.5% | +1.9% | +0.5% |
| 6M | +5.8% | +1.9% | +3.9% | +4.4% |
| YTD | +14.5% | +8.3% | +6.1% | +8.5% |
| 1Y | +14.2% | +6.4% | +7.8% | +9.4% |
| 3Y | +59.0% | +30.2% | +28.8% | +34.1% |
| 5Y | +5.4% | +8.6% | -3.2% | -6.2% |
| All | +5.4% | +7.1% | -1.7% | -6.2% |
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