+110.5%
T vs XLRE
+109.5%
+1.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.7% |
| 30D | +4.6% | -2.2% | +6.8% | +5.8% |
| 3M | +12.2% | -2.6% | +14.9% | +13.9% |
| 6M | -6.5% | +2.6% | -9.0% | -7.6% |
| YTD | +4.9% | +9.3% | -4.4% | +0.2% |
| 1Y | -10.5% | +7.2% | -17.7% | -13.7% |
| 3Y | +104.6% | +31.3% | +73.3% | +75.6% |
| 5Y | +64.2% | +8.1% | +56.1% | +53.9% |
| 10Y | +68.4% | +88.9% | -20.5% | +16.3% |
| All | +110.5% | +109.5% | +1.0% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling