+32.9%
F vs XLRE
+31.2%
+1.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.1% | -2.8% | -3.0% |
| 7D | -4.9% | -0.7% | -4.1% | -4.3% |
| 30D | -2.9% | -2.2% | -0.7% | -1.1% |
| 3M | -9.1% | -2.6% | -6.4% | -7.3% |
| 6M | +12.9% | +2.6% | +10.4% | +9.8% |
| YTD | +6.1% | +9.3% | -3.2% | -2.4% |
| 1Y | +22.5% | +7.2% | +15.3% | +14.5% |
| All | +32.9% | +31.2% | +1.7% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling