+356.1%
RF vs XLRE
+115.9%
+240.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | +0.4% | +0.1% | +0.2% | +0.2% |
| 30D | +5.6% | +6.0% | -0.5% | +0.5% |
| 3M | -8.9% | +0.5% | -9.4% | -9.4% |
| 6M | +7.1% | +1.2% | +5.9% | +5.8% |
| YTD | +8.3% | +12.6% | -4.3% | -2.4% |
| 1Y | +16.8% | +11.0% | +5.8% | +6.5% |
| 3Y | +115.0% | +43.0% | +72.0% | +58.0% |
| 5Y | +46.4% | +9.1% | +37.3% | +32.8% |
| 10Y | +230.2% | +111.7% | +118.5% | +100.1% |
| All | +356.1% | +115.9% | +240.3% | +168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling