-6.1%
F vs XLRE
+11.5%
-17.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +0.8% | -3.9% | -3.5% |
| 30D | 0.0% | +6.9% | -6.9% | -3.4% |
| 3M | -13.2% | -0.8% | -12.4% | -13.1% |
| 6M | -10.2% | +2.1% | -12.3% | -11.3% |
| YTD | -4.9% | +12.6% | -17.5% | -14.1% |
| 1Y | -6.1% | +12.5% | -18.6% | -14.8% |
| All | -6.1% | +11.5% | -17.6% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling