+7.4%
MSCI vs XLRE
+31.2%
-23.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | -1.2% | -2.2% | +1.1% | +0.1% |
| 3M | -8.4% | -2.6% | -5.8% | -7.1% |
| 6M | -1.0% | +2.6% | -3.6% | -2.9% |
| YTD | -2.3% | +9.3% | -11.5% | -8.0% |
| 1Y | -1.2% | +7.2% | -8.4% | -6.0% |
| All | +7.4% | +31.2% | -23.7% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling