+44.1%
PL vs XLRE
+26.1%
+18.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +5.6% | +2.1% | +3.5% | +3.6% |
| 30D | -16.9% | +7.1% | -24.1% | -22.4% |
| 3M | -38.2% | +1.3% | -39.5% | -39.1% |
| 6M | -63.4% | +2.1% | -65.6% | -64.8% |
| YTD | -27.6% | +13.1% | -40.8% | -37.7% |
| 1Y | +6.6% | +11.9% | -5.3% | -7.1% |
| 3Y | +557.6% | +43.7% | +513.9% | +359.2% |
| 5Y | +39.5% | +9.7% | +29.7% | +21.7% |
| All | +44.1% | +26.1% | +18.0% | +25.5% |
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 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