+50.5%
RSP vs XLRE
+6.4%
+44.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.3% |
| 30D | -2.5% | -2.2% | -0.3% | -1.1% |
| 3M | +3.0% | -2.6% | +5.6% | +4.6% |
| 6M | +8.9% | +2.6% | +6.3% | +6.7% |
| YTD | +13.0% | +9.3% | +3.7% | +6.1% |
| 1Y | +16.2% | +7.2% | +9.0% | +10.5% |
| 3Y | +52.7% | +31.3% | +21.4% | +25.5% |
| 5Y | +50.5% | +8.1% | +42.3% | +40.7% |
| All | +50.5% | +6.4% | +44.0% | +40.7% |
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 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