-53.5%
S vs XLRE
+14.9%
-68.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -1.1% |
| 7D | -0.7% | -1.2% | +0.5% | +0.4% |
| 30D | -11.4% | -2.4% | -9.0% | -9.4% |
| 3M | +33.8% | -2.5% | +36.3% | +36.6% |
| 6M | +39.5% | +4.0% | +35.5% | +32.5% |
| YTD | +31.7% | +9.3% | +22.4% | +18.3% |
| 1Y | +7.0% | +5.6% | +1.4% | -0.5% |
| 3Y | +11.8% | +31.3% | -19.5% | -20.2% |
| 5Y | -69.0% | +9.5% | -78.6% | -71.8% |
| All | -53.5% | +14.9% | -68.5% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling