+69.5%
T vs XLRE
+8.4%
+61.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | +1.5% | -1.2% | +2.6% | +2.0% |
| 30D | +7.5% | -2.4% | +9.9% | +8.6% |
| 3M | +14.8% | -2.5% | +17.3% | +16.2% |
| 6M | -1.7% | +4.0% | -5.7% | -3.3% |
| YTD | +8.7% | +9.3% | -0.6% | +4.7% |
| 1Y | -7.5% | +5.6% | -13.1% | -9.6% |
| 3Y | +110.2% | +31.3% | +79.0% | +85.0% |
| All | +69.5% | +8.4% | +61.1% | +57.0% |
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 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