+47.2%
RF vs XLRE
+9.7%
+37.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.1% |
| 7D | -0.1% | +2.3% | -2.4% | -1.9% |
| 30D | +7.0% | +7.3% | -0.3% | +1.4% |
| 3M | -7.0% | +0.1% | -7.1% | -7.2% |
| 6M | +6.8% | +2.3% | +4.5% | +4.8% |
| YTD | +9.9% | +13.3% | -3.4% | -0.7% |
| 1Y | +21.1% | +12.0% | +9.1% | +10.4% |
| 3Y | +119.6% | +45.5% | +74.2% | +62.8% |
| All | +47.2% | +9.7% | +37.5% | +25.5% |
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