-33.0%
TEVA vs XLRE
+109.5%
-142.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.7% |
| 30D | +1.0% | -2.4% | +3.4% | +2.4% |
| 3M | +7.3% | -2.5% | +9.8% | +8.7% |
| 6M | +21.7% | +4.0% | +17.8% | +18.8% |
| YTD | +18.8% | +9.3% | +9.6% | +12.5% |
| 1Y | +86.5% | +5.6% | +80.9% | +79.9% |
| 3Y | +269.4% | +31.3% | +238.1% | +209.3% |
| 5Y | +303.6% | +9.5% | +294.0% | +274.1% |
| 10Y | -22.9% | +89.0% | -111.9% | -46.6% |
| All | -33.0% | +109.5% | -142.6% | -55.2% |
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