+11.4%
D vs XLRE
+9.1%
+2.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | +8.4% | +6.0% | +2.3% | +4.4% |
| 3M | +0.2% | +0.5% | -0.3% | -0.2% |
| 6M | +9.5% | +1.2% | +8.2% | +8.5% |
| YTD | +18.8% | +12.6% | +6.2% | +9.9% |
| 1Y | +14.7% | +11.0% | +3.7% | +7.0% |
| 3Y | +72.9% | +43.0% | +30.0% | +38.0% |
| All | +11.4% | +9.1% | +2.4% | -0.9% |
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