+600.2%
META vs XLRE
+117.2%
+483.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.7% | +4.2% |
| 7D | +5.7% | +2.3% | +3.4% | +4.2% |
| 30D | -10.8% | +7.3% | -18.0% | -14.7% |
| 3M | +8.4% | +0.1% | +8.3% | +8.2% |
| 6M | +5.4% | +2.3% | +3.1% | +3.6% |
| YTD | -2.6% | +13.3% | -15.9% | -10.6% |
| 1Y | +3.5% | +12.0% | -8.5% | -4.3% |
| 3Y | +102.0% | +45.5% | +56.5% | +53.3% |
| 5Y | +93.1% | +9.3% | +83.7% | +78.4% |
| 10Y | +425.7% | +110.1% | +315.6% | +230.9% |
| All | +600.2% | +117.2% | +483.0% | +333.2% |
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 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