+90.9%
PL vs XLRE
+7.6%
+83.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.3% |
| 7D | -13.9% | -0.7% | -13.1% | -13.8% |
| 30D | -25.5% | -2.2% | -23.2% | -25.4% |
| 3M | -44.8% | -2.6% | -42.1% | -44.9% |
| 6M | -33.3% | +2.6% | -35.9% | -34.4% |
| YTD | -12.7% | +9.3% | -21.9% | -21.0% |
| 1Y | +90.9% | +7.2% | +83.7% | +79.5% |
| All | +90.9% | +7.6% | +83.3% | +79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling