+648.6%
P vs XLRE
+87.4%
+561.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.4% |
| 7D | -4.1% | -2.7% | -1.4% | -2.2% |
| 30D | -14.0% | -2.3% | -11.6% | -12.4% |
| 3M | +41.4% | -3.5% | +44.9% | +43.9% |
| 6M | +54.2% | +1.9% | +52.3% | +49.8% |
| YTD | +40.4% | +8.3% | +32.1% | +30.0% |
| 1Y | +16.0% | +6.4% | +9.6% | +8.4% |
| 3Y | +140.7% | +30.2% | +110.4% | +88.0% |
| 5Y | +256.3% | +8.6% | +247.7% | +221.5% |
| All | +648.6% | +87.4% | +561.2% | +346.2% |
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