+49.0%
LYB vs XLRE
+11.7%
+37.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.6% |
| 7D | -5.7% | +2.9% | -8.6% | -5.0% |
| 30D | +4.6% | +7.8% | -3.2% | +6.4% |
| 3M | +5.5% | -1.2% | +6.6% | +5.2% |
| 6M | -19.1% | +2.0% | -21.1% | -18.5% |
| YTD | +47.1% | +12.4% | +34.6% | +34.3% |
| 1Y | +49.0% | +12.1% | +36.9% | +36.8% |
| All | +49.0% | +11.7% | +37.3% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling