+338.5%
RF vs XLRE
+82.9%
+255.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.3% |
| 7D | -0.1% | -0.7% | +0.6% | +0.5% |
| 30D | -4.0% | -2.2% | -1.8% | -2.2% |
| 3M | +5.6% | -2.6% | +8.2% | +7.8% |
| 6M | +13.1% | +2.6% | +10.5% | +10.3% |
| YTD | +13.6% | +9.3% | +4.3% | +4.7% |
| 1Y | +16.0% | +7.2% | +8.7% | +8.5% |
| 3Y | +90.2% | +31.3% | +58.9% | +48.7% |
| 5Y | +87.0% | +8.1% | +78.8% | +70.0% |
| 10Y | +338.5% | +88.9% | +249.5% | +189.7% |
| All | +338.5% | +82.9% | +255.6% | +189.7% |
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