+43.2%
TER vs XLRE
+14.1%
+29.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.3% | -10.1% | -6.0% |
| 7D | -19.9% | +7.1% | -27.0% | -18.7% |
| 30D | -43.5% | +10.9% | -54.5% | -42.8% |
| 3M | -37.8% | +0.7% | -38.5% | -36.8% |
| 6M | -25.6% | +4.1% | -29.7% | -26.8% |
| YTD | +29.8% | +14.5% | +15.3% | +19.3% |
| 1Y | +43.2% | +14.1% | +29.1% | +32.1% |
| All | +43.2% | +14.1% | +29.0% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling