+211.2%
RF vs XLRE
+114.0%
+97.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.2% | -0.2% | -0.3% |
| 30D | +4.6% | +6.4% | -1.7% | -0.8% |
| 3M | -8.4% | +2.0% | -10.5% | -10.1% |
| 6M | +8.9% | +1.8% | +7.1% | +6.9% |
| YTD | +8.8% | +13.2% | -4.4% | -2.8% |
| 1Y | +18.9% | +10.7% | +8.2% | +8.2% |
| 3Y | +116.0% | +43.7% | +72.3% | +55.5% |
| 5Y | +46.0% | +9.7% | +36.3% | +31.1% |
| All | +211.2% | +114.0% | +97.2% | +103.2% |
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