+67.3%
F vs XLRE
+112.9%
-45.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.8% |
| 30D | 0.0% | +6.9% | -6.9% | -5.5% |
| 3M | -13.2% | -0.8% | -12.4% | -12.6% |
| 6M | -10.2% | +2.1% | -12.3% | -12.2% |
| YTD | -4.9% | +12.6% | -17.5% | -14.7% |
| 1Y | -6.1% | +12.5% | -18.6% | -15.6% |
| 3Y | +46.0% | +44.2% | +1.8% | +5.5% |
| 5Y | -15.7% | +9.1% | -24.8% | -22.6% |
| All | +67.3% | +112.9% | -45.6% | +1.4% |
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