+192.5%
JNJ vs XLRE
+89.0%
+103.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -3.5% | -1.2% | -2.3% | -3.0% |
| 30D | +2.3% | -2.4% | +4.7% | +3.3% |
| 3M | +12.0% | -2.5% | +14.5% | +13.2% |
| 6M | +10.5% | +4.0% | +6.5% | +8.7% |
| YTD | +30.4% | +9.3% | +21.1% | +25.7% |
| 1Y | +52.1% | +5.6% | +46.5% | +48.6% |
| 3Y | +77.8% | +31.3% | +46.5% | +57.8% |
| 5Y | +82.9% | +9.5% | +73.3% | +72.7% |
| All | +192.5% | +89.0% | +103.5% | +113.4% |
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