+229.3%
LOW vs XLRE
+107.7%
+121.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -2.6% | -2.7% | +0.1% | -0.6% |
| 30D | -11.1% | -2.3% | -8.8% | -9.5% |
| 3M | -8.5% | -3.5% | -5.0% | -6.0% |
| 6M | -20.8% | +1.9% | -22.7% | -21.9% |
| YTD | -17.2% | +8.3% | -25.6% | -22.1% |
| 1Y | -24.7% | +6.4% | -31.1% | -28.2% |
| 3Y | -9.7% | +30.2% | -40.0% | -26.4% |
| 5Y | +6.0% | +8.6% | -2.6% | -1.9% |
| 10Y | +230.5% | +87.4% | +143.1% | +111.5% |
| All | +229.3% | +107.7% | +121.6% | +97.7% |
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 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