+746.4%
TEAM vs XLRE
+106.0%
+640.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.5% |
| 7D | -4.7% | -0.7% | -3.9% | -4.1% |
| 30D | +17.0% | -2.2% | +19.3% | +18.9% |
| 3M | +85.9% | -2.6% | +88.5% | +89.9% |
| 6M | +116.7% | +2.6% | +114.1% | +111.7% |
| YTD | +9.6% | +9.3% | +0.4% | +1.6% |
| 1Y | -2.5% | +7.2% | -9.8% | -8.5% |
| 3Y | -14.0% | +31.3% | -45.3% | -30.6% |
| 5Y | -53.1% | +8.1% | -61.2% | -56.0% |
| 10Y | +502.9% | +88.9% | +414.0% | +315.7% |
| All | +746.4% | +106.0% | +640.3% | +420.9% |
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