-24.1%
TE vs XLRE
+31.2%
-55.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 7D | +0.2% | -1.2% | +1.4% | +1.2% |
| 30D | -5.9% | -2.4% | -3.5% | -4.0% |
| 3M | -45.6% | -2.5% | -43.1% | -45.6% |
| 6M | -43.4% | +4.0% | -47.3% | -47.1% |
| YTD | -31.0% | +9.3% | -40.3% | -39.2% |
| 1Y | +145.2% | +5.6% | +139.6% | +124.3% |
| 3Y | -24.1% | +31.3% | -55.3% | -48.3% |
| All | -24.1% | +31.2% | -55.3% | -48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling