+194.9%
EXC vs XLRE
+111.8%
+83.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.5% |
| 30D | -2.7% | -2.4% | -0.3% | -1.0% |
| 3M | -1.0% | +0.6% | -1.5% | -1.4% |
| 6M | -9.3% | +3.9% | -13.2% | -12.0% |
| YTD | +3.6% | +10.5% | -6.9% | -4.0% |
| 1Y | +5.9% | +8.4% | -2.5% | -0.6% |
| 3Y | +21.3% | +32.8% | -11.5% | -4.3% |
| 5Y | +46.2% | +7.0% | +39.1% | +34.4% |
| 10Y | +151.5% | +83.8% | +67.7% | +50.1% |
| All | +194.9% | +111.8% | +83.1% | +67.6% |
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 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