-68.9%
S vs XLRE
+7.1%
-76.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.7% |
| 7D | +0.1% | -2.7% | +2.8% | +2.7% |
| 30D | -11.8% | -2.3% | -9.5% | -9.9% |
| 3M | +33.9% | -3.5% | +37.4% | +38.1% |
| 6M | +40.1% | +1.9% | +38.2% | +35.7% |
| YTD | +32.1% | +8.3% | +23.7% | +19.5% |
| 1Y | +11.0% | +6.4% | +4.7% | +2.3% |
| 3Y | +16.9% | +30.2% | -13.3% | -16.4% |
| 5Y | -68.9% | +8.6% | -77.5% | -72.6% |
| All | -68.9% | +7.1% | -76.1% | -72.6% |
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