+147.7%
P vs XLRE
+31.2%
+116.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.6% |
| 7D | +5.0% | -0.7% | +5.7% | +5.3% |
| 30D | -0.9% | -2.2% | +1.3% | -0.1% |
| 3M | +38.7% | -2.6% | +41.3% | +39.3% |
| 6M | +54.4% | +2.6% | +51.8% | +50.4% |
| YTD | +44.8% | +9.3% | +35.6% | +36.3% |
| 1Y | +22.5% | +7.2% | +15.3% | +16.2% |
| All | +147.7% | +31.2% | +116.6% | +104.5% |
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