+103.2%
INTC vs XLRE
+8.4%
+94.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.0% |
| 7D | +7.5% | -1.2% | +8.6% | +8.3% |
| 30D | +2.0% | -2.4% | +4.4% | +3.5% |
| 3M | -12.0% | -2.5% | -9.5% | -11.5% |
| 6M | +114.5% | +4.0% | +110.6% | +105.8% |
| YTD | +179.0% | +9.3% | +169.7% | +156.8% |
| 1Y | +318.3% | +5.6% | +312.7% | +294.4% |
| 3Y | +171.2% | +31.3% | +139.9% | +115.9% |
| All | +103.2% | +8.4% | +94.8% | +84.0% |
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