+211.9%
TER vs XLRE
+7.1%
+204.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.9% |
| 7D | +9.4% | -2.7% | +12.1% | +11.7% |
| 30D | -2.4% | -2.3% | -0.1% | -0.7% |
| 3M | +6.5% | -3.5% | +10.0% | +7.9% |
| 6M | +23.2% | +1.9% | +21.3% | +19.2% |
| YTD | +91.5% | +8.3% | +83.1% | +75.5% |
| 1Y | +214.8% | +6.4% | +208.4% | +191.6% |
| 3Y | +275.3% | +30.2% | +245.1% | +182.0% |
| 5Y | +211.9% | +8.6% | +203.3% | +191.1% |
| All | +211.9% | +7.1% | +204.8% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling