+380.9%
MAR vs XLRE
+109.5%
+271.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.6% |
| 7D | -0.5% | -0.7% | +0.2% | 0.0% |
| 30D | -4.7% | -2.2% | -2.4% | -3.2% |
| 3M | -15.6% | -2.6% | -13.0% | -14.2% |
| 6M | +1.2% | +2.6% | -1.4% | -0.6% |
| YTD | +7.5% | +9.3% | -1.8% | +1.1% |
| 1Y | +26.6% | +7.2% | +19.4% | +20.6% |
| 3Y | +66.0% | +31.3% | +34.6% | +35.7% |
| 5Y | +154.1% | +8.1% | +146.0% | +136.1% |
| 10Y | +441.9% | +88.9% | +352.9% | +252.6% |
| All | +380.9% | +109.5% | +271.4% | +198.0% |
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