+71.7%
TER vs XLRE
+9.1%
+62.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +0.8% | +13.5% | +13.8% |
| 30D | -30.6% | +6.9% | -37.5% | -34.3% |
| 3M | -39.2% | -0.8% | -38.4% | -39.0% |
| 6M | -31.3% | +2.1% | -33.4% | -33.8% |
| YTD | +29.1% | +12.6% | +16.5% | +14.5% |
| 1Y | +47.4% | +12.5% | +34.9% | +30.9% |
| 3Y | +191.2% | +44.2% | +147.0% | +99.4% |
| All | +71.7% | +9.1% | +62.6% | +60.7% |
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 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