+273.7%
IR vs XLRE
+88.4%
+185.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | -4.5% | -1.2% | -3.3% | -3.7% |
| 30D | -13.9% | -2.4% | -11.5% | -12.4% |
| 3M | -0.3% | -2.5% | +2.1% | +1.3% |
| 6M | -14.3% | +4.0% | -18.3% | -16.8% |
| YTD | -7.9% | +9.3% | -17.2% | -13.5% |
| 1Y | -9.9% | +5.6% | -15.5% | -13.3% |
| 3Y | +6.5% | +31.3% | -24.7% | -13.1% |
| 5Y | +34.0% | +9.5% | +24.5% | +24.0% |
| All | +273.7% | +88.4% | +185.3% | +144.7% |
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