+44.8%
PL vs XLRE
+26.1%
+18.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +13.4% | -1.2% | +14.5% | +14.9% |
| 30D | -10.2% | +6.4% | -16.5% | -15.4% |
| 3M | -39.5% | +2.0% | -41.5% | -40.8% |
| 6M | -65.7% | +1.8% | -67.5% | -66.9% |
| YTD | -27.3% | +13.2% | -40.5% | -37.4% |
| 1Y | +15.0% | +10.7% | +4.3% | +1.5% |
| 3Y | +560.8% | +43.7% | +517.1% | +361.3% |
| 5Y | +38.4% | +9.7% | +28.7% | +20.7% |
| All | +44.8% | +26.1% | +18.7% | +26.1% |
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