+611.5%
MSCI vs XLRE
+87.4%
+524.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.6% |
| 7D | -4.7% | -2.7% | -2.0% | -2.7% |
| 30D | -2.2% | -2.3% | +0.2% | -0.4% |
| 3M | -9.7% | -3.5% | -6.2% | -7.3% |
| 6M | +0.3% | +1.9% | -1.6% | -1.7% |
| YTD | -3.5% | +8.3% | -11.8% | -10.2% |
| 1Y | -1.4% | +6.4% | -7.8% | -7.1% |
| 3Y | +6.6% | +30.2% | -23.7% | -15.9% |
| 5Y | -10.9% | +8.6% | -19.5% | -17.9% |
| All | +611.5% | +87.4% | +524.1% | +341.0% |
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 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