+900.9%
GOOGL vs XLRE
+109.5%
+791.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | -1.9% | -0.7% | -1.1% | -1.4% |
| 30D | -7.5% | -2.2% | -5.2% | -6.3% |
| 3M | -9.2% | -2.6% | -6.5% | -8.0% |
| 6M | +8.1% | +2.6% | +5.5% | +6.2% |
| YTD | +5.8% | +9.3% | -3.4% | +0.2% |
| 1Y | +38.3% | +7.2% | +31.1% | +32.2% |
| 3Y | +144.8% | +31.3% | +113.4% | +102.6% |
| 5Y | +132.5% | +8.1% | +124.4% | +116.3% |
| 10Y | +746.7% | +88.9% | +657.7% | +477.1% |
| All | +900.9% | +109.5% | +791.4% | +571.8% |
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 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