-53.4%
TE vs XLRE
+39.5%
-92.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | +0.9% | -2.7% | +3.6% | +2.3% |
| 30D | -16.3% | -2.3% | -13.9% | -15.3% |
| 3M | -40.8% | -3.5% | -37.3% | -40.3% |
| 6M | -42.6% | +1.9% | -44.5% | -43.9% |
| YTD | -31.4% | +8.3% | -39.8% | -35.4% |
| 1Y | +144.9% | +6.4% | +138.5% | +133.3% |
| 3Y | -26.0% | +30.2% | -56.2% | -35.7% |
| 5Y | -48.5% | +8.6% | -57.1% | -52.8% |
| All | -53.4% | +39.5% | -92.9% | -57.4% |
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