+20.3%
RF vs XLRE
+11.5%
+8.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.4% |
| 30D | +7.3% | +6.9% | +0.4% | +3.2% |
| 3M | -7.9% | -0.8% | -7.1% | -7.6% |
| 6M | +10.5% | +2.1% | +8.4% | +8.9% |
| YTD | +9.6% | +12.6% | -3.0% | +1.1% |
| 1Y | +20.3% | +12.5% | +7.8% | +11.2% |
| All | +20.3% | +11.5% | +8.8% | +11.2% |
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 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