+140.1%
GOOGL vs XLRE
+8.4%
+131.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -5.3% | -2.5% | -2.8% | -4.3% |
| 6M | +9.8% | +4.0% | +5.8% | +7.1% |
| YTD | +8.4% | +9.3% | -0.9% | +2.6% |
| 1Y | +41.2% | +5.6% | +35.6% | +36.2% |
| 3Y | +149.6% | +31.3% | +118.3% | +103.6% |
| All | +140.1% | +8.4% | +131.6% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling