+780.7%
GOOG vs XLRE
+89.0%
+691.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.0% |
| 7D | 0.0% | -1.2% | +1.2% | +0.7% |
| 30D | -2.0% | -2.4% | +0.4% | -0.6% |
| 3M | -5.9% | -2.5% | -3.4% | -4.8% |
| 6M | +8.9% | +4.0% | +4.9% | +6.2% |
| YTD | +7.1% | +9.3% | -2.2% | +1.2% |
| 1Y | +39.7% | +5.6% | +34.1% | +34.5% |
| 3Y | +145.8% | +31.3% | +114.6% | +102.9% |
| 5Y | +138.6% | +9.5% | +129.1% | +119.9% |
| All | +780.7% | +89.0% | +691.6% | +499.7% |
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