-69.0%
S vs XLRE
+9.1%
-78.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +0.8% | +1.1% | +1.3% |
| 30D | -2.7% | +6.9% | -9.7% | -8.8% |
| 3M | -6.9% | -0.8% | -6.0% | -6.3% |
| 6M | +38.1% | +2.1% | +36.0% | +34.3% |
| YTD | +48.0% | +12.6% | +35.4% | +29.1% |
| 1Y | +34.5% | +12.5% | +22.0% | +17.4% |
| 3Y | +38.3% | +44.2% | -5.9% | -11.4% |
| All | -69.0% | +9.1% | -78.1% | -71.3% |
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