+79.0%
PL vs XLRE
+8.1%
+70.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -7.5% | -0.3% | -7.2% | -7.4% |
| 30D | -25.6% | -2.4% | -23.2% | -23.9% |
| 3M | -45.6% | +0.6% | -46.2% | -46.8% |
| 6M | -29.5% | +3.9% | -33.5% | -33.8% |
| YTD | -9.7% | +10.5% | -20.2% | -20.7% |
| 1Y | +84.4% | +8.4% | +76.0% | +65.5% |
| 3Y | +550.0% | +32.8% | +517.2% | +380.6% |
| 5Y | +79.0% | +7.0% | +72.0% | +63.3% |
| All | +79.0% | +8.1% | +70.9% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling