+1,980.7%
TER vs XLRE
+111.8%
+1,868.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +11.0% | -0.3% | +11.3% | +11.1% |
| 30D | -1.9% | -2.4% | +0.5% | -0.1% |
| 3M | -0.7% | +0.6% | -1.2% | -2.6% |
| 6M | +36.4% | +3.9% | +32.4% | +30.8% |
| YTD | +92.4% | +10.5% | +82.0% | +75.8% |
| 1Y | +213.5% | +8.4% | +205.1% | +189.5% |
| 3Y | +277.2% | +32.8% | +244.4% | +193.7% |
| 5Y | +219.1% | +7.0% | +212.1% | +196.3% |
| 10Y | +1,744.2% | +83.8% | +1,660.4% | +1,084.2% |
| All | +1,980.7% | +111.8% | +1,868.9% | +1,173.5% |
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