+59.8%
ON vs XLRE
+8.4%
+51.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.6% | +7.7% |
| 7D | +2.4% | -1.2% | +3.5% | +3.5% |
| 30D | -8.6% | -2.4% | -6.2% | -6.7% |
| 3M | -34.3% | -2.5% | -31.8% | -33.9% |
| 6M | +28.5% | +4.0% | +24.6% | +21.0% |
| YTD | +40.6% | +9.3% | +31.3% | +25.8% |
| 1Y | +55.3% | +5.6% | +49.7% | +43.7% |
| 3Y | -22.2% | +31.3% | -53.5% | -43.1% |
| All | +59.8% | +8.4% | +51.4% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling