+577.9%
P vs XLRE
+115.9%
+462.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +11.6% | +0.8% | +10.8% | +11.0% |
| 30D | -23.7% | +6.9% | -30.6% | -27.5% |
| 3M | -8.0% | -0.8% | -7.1% | -7.6% |
| 6M | +27.9% | +2.1% | +25.8% | +24.2% |
| YTD | +61.2% | +12.6% | +48.5% | +44.9% |
| 1Y | +28.6% | +12.5% | +16.1% | +15.6% |
| 3Y | +200.5% | +44.2% | +156.3% | +117.6% |
| 5Y | +282.9% | +9.1% | +273.8% | +245.1% |
| 10Y | +665.9% | +111.8% | +554.1% | +337.1% |
| All | +577.9% | +115.9% | +462.0% | +288.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling