+6.8%
IR vs XLRE
+30.1%
-23.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.1% |
| 7D | -3.1% | -2.7% | -0.4% | -1.1% |
| 30D | -14.0% | -2.3% | -11.7% | -12.6% |
| 3M | +3.7% | -3.5% | +7.2% | +6.3% |
| 6M | -15.4% | +1.9% | -17.2% | -16.6% |
| YTD | -7.7% | +8.3% | -16.0% | -12.7% |
| 1Y | -8.8% | +6.4% | -15.2% | -12.8% |
| All | +6.8% | +30.1% | -23.3% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling