+494.4%
TEAM vs XLRE
+89.0%
+405.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -5.2% | -1.2% | -4.1% | -4.5% |
| 30D | +15.8% | -2.4% | +18.2% | +17.7% |
| 3M | +101.5% | -2.5% | +103.9% | +105.5% |
| 6M | +138.2% | +4.0% | +134.2% | +130.4% |
| YTD | +10.8% | +9.3% | +1.5% | +2.7% |
| 1Y | +1.7% | +5.6% | -3.9% | -3.4% |
| 3Y | -16.0% | +31.3% | -47.3% | -32.1% |
| 5Y | -52.7% | +9.5% | -62.3% | -56.0% |
| All | +494.4% | +89.0% | +405.4% | +344.7% |
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