+155.8%
EXC vs XLRE
+89.0%
+66.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.2% |
| 30D | -3.6% | -2.4% | -1.2% | -1.9% |
| 3M | -4.3% | -2.5% | -1.8% | -2.4% |
| 6M | -9.9% | +4.0% | -13.9% | -12.8% |
| YTD | +1.8% | +9.3% | -7.5% | -5.2% |
| 1Y | +2.9% | +5.6% | -2.7% | -1.7% |
| 3Y | +19.1% | +31.3% | -12.2% | -5.9% |
| 5Y | +44.8% | +9.5% | +35.3% | +30.0% |
| All | +155.8% | +89.0% | +66.8% | +44.6% |
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