+70.3%
T vs XLRE
+89.0%
-18.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +1.5% | -1.2% | +2.6% | +2.1% |
| 30D | +7.5% | -2.4% | +9.9% | +8.8% |
| 3M | +14.8% | -2.5% | +17.3% | +16.5% |
| 6M | -1.7% | +4.0% | -5.7% | -3.7% |
| YTD | +8.7% | +9.3% | -0.6% | +3.8% |
| 1Y | -7.5% | +5.6% | -13.1% | -10.1% |
| 3Y | +110.2% | +31.3% | +79.0% | +79.9% |
| 5Y | +71.6% | +9.5% | +62.1% | +59.5% |
| All | +70.3% | +89.0% | -18.8% | +16.9% |
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