+46.3%
LYB vs XLRE
+89.0%
-42.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | +0.3% | -1.2% | +1.4% | +1.1% |
| 30D | +2.5% | -2.4% | +4.9% | +4.2% |
| 3M | +1.4% | -2.5% | +3.9% | +2.8% |
| 6M | -3.5% | +4.0% | -7.5% | -8.0% |
| YTD | +52.0% | +9.3% | +42.7% | +39.3% |
| 1Y | +22.1% | +5.6% | +16.5% | +15.0% |
| 3Y | -22.8% | +31.3% | -54.0% | -39.4% |
| 5Y | -3.4% | +9.5% | -12.9% | -14.2% |
| All | +46.3% | +89.0% | -42.8% | -5.3% |
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