+229.2%
TER vs XLRE
+7.1%
+222.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.7% |
| 7D | +6.4% | -1.2% | +7.5% | +6.1% |
| 30D | -5.7% | -2.4% | -3.3% | -6.1% |
| 3M | -0.4% | -2.5% | +2.1% | -1.5% |
| 6M | +25.8% | +4.0% | +21.9% | +20.1% |
| YTD | +96.4% | +9.3% | +87.1% | +91.2% |
| 1Y | +229.2% | +5.6% | +223.6% | +217.1% |
| All | +229.2% | +7.1% | +222.1% | +217.1% |
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