+89.8%
RF vs XLRE
+8.1%
+81.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.9% |
| 30D | -3.4% | -2.4% | -1.0% | -1.6% |
| 3M | +6.4% | +0.6% | +5.8% | +5.7% |
| 6M | +13.4% | +3.9% | +9.5% | +9.8% |
| YTD | +14.2% | +10.5% | +3.8% | +5.3% |
| 1Y | +15.7% | +8.4% | +7.3% | +8.2% |
| 3Y | +91.3% | +32.8% | +58.5% | +52.2% |
| 5Y | +89.8% | +7.0% | +82.7% | +68.4% |
| All | +89.8% | +8.1% | +81.7% | +68.4% |
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