+307.1%
TPR vs XLRE
+87.4%
+219.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.7% |
| 7D | -5.1% | -2.7% | -2.4% | -2.6% |
| 30D | -27.6% | -2.3% | -25.2% | -26.2% |
| 3M | -17.5% | -3.5% | -14.0% | -15.1% |
| 6M | -21.3% | +1.9% | -23.2% | -23.0% |
| YTD | -8.5% | +8.3% | -16.8% | -15.6% |
| 1Y | +11.5% | +6.4% | +5.1% | +4.6% |
| 3Y | +288.0% | +30.2% | +257.8% | +196.1% |
| 5Y | +225.2% | +8.6% | +216.5% | +193.9% |
| All | +307.1% | +87.4% | +219.6% | +139.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling