+218.7%
TPR vs XLRE
+6.4%
+212.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.4% |
| 7D | -7.3% | -0.7% | -6.6% | -6.7% |
| 30D | -30.7% | -2.2% | -28.5% | -29.6% |
| 3M | -21.6% | -2.6% | -19.0% | -20.2% |
| 6M | -21.3% | +2.6% | -23.9% | -23.2% |
| YTD | -10.2% | +9.3% | -19.4% | -16.9% |
| 1Y | +9.5% | +7.2% | +2.3% | +2.9% |
| 3Y | +280.8% | +31.3% | +249.5% | +200.0% |
| 5Y | +218.7% | +8.1% | +210.6% | +187.2% |
| All | +218.7% | +6.4% | +212.3% | +187.2% |
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 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