+755.6%
GOOGL vs XLRE
+89.0%
+666.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | 0.0% | -1.2% | +1.2% | +0.7% |
| 30D | -1.4% | -2.4% | +1.0% | 0.0% |
| 3M | -5.3% | -2.5% | -2.8% | -4.2% |
| 6M | +9.8% | +4.0% | +5.8% | +7.1% |
| YTD | +8.4% | +9.3% | -0.9% | +2.4% |
| 1Y | +41.2% | +5.6% | +35.6% | +36.0% |
| 3Y | +149.6% | +31.3% | +118.3% | +105.6% |
| 5Y | +142.6% | +9.5% | +133.0% | +123.5% |
| All | +755.6% | +89.0% | +666.5% | +477.8% |
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 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