-35.1%
TLT vs XLRE
+7.1%
-42.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -1.3% | -2.3% | +1.0% | -0.8% |
| 3M | -3.7% | -3.5% | -0.3% | -3.0% |
| 6M | -6.4% | +1.9% | -8.2% | -6.9% |
| YTD | -4.5% | +8.3% | -12.8% | -6.5% |
| 1Y | -5.9% | +6.4% | -12.2% | -7.5% |
| 3Y | -2.8% | +30.2% | -33.0% | -9.3% |
| 5Y | -35.1% | +8.6% | -43.7% | -39.4% |
| All | -35.1% | +7.1% | -42.2% | -39.4% |
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