+49.6%
F vs XLRE
+117.0%
-67.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -2.1% | -1.2% | -1.0% | -1.2% |
| 30D | +3.3% | +6.4% | -3.0% | -1.8% |
| 3M | -11.3% | +2.0% | -13.3% | -12.8% |
| 6M | +5.3% | +1.8% | +3.5% | +3.3% |
| YTD | -2.2% | +13.2% | -15.4% | -12.3% |
| 1Y | -3.5% | +10.7% | -14.3% | -11.8% |
| 3Y | +49.5% | +43.7% | +5.8% | +9.9% |
| 5Y | -13.5% | +9.7% | -23.2% | -20.6% |
| 10Y | +69.0% | +112.8% | -43.8% | +0.5% |
| All | +49.6% | +117.0% | -67.4% | -12.5% |
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