+418.8%
META vs XLRE
+82.9%
+335.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.1% | +7.7% | +7.3% |
| 7D | +10.3% | -0.7% | +11.0% | +10.7% |
| 30D | +9.9% | -2.2% | +12.1% | +11.4% |
| 3M | +11.9% | -2.6% | +14.5% | +13.7% |
| 6M | +1.2% | +2.6% | -1.4% | -0.9% |
| YTD | -0.8% | +9.3% | -10.0% | -6.8% |
| 1Y | -14.3% | +7.2% | -21.6% | -18.8% |
| 3Y | +121.4% | +31.3% | +90.0% | +79.2% |
| 5Y | +74.5% | +8.1% | +66.3% | +62.2% |
| 10Y | +418.8% | +88.9% | +329.9% | +253.2% |
| All | +418.8% | +82.9% | +335.9% | +253.2% |
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