-66.5%
U vs XLRE
+8.4%
-74.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.3% |
| 7D | +5.5% | -1.2% | +6.7% | +7.3% |
| 30D | -1.3% | -2.4% | +1.1% | +2.3% |
| 3M | +64.6% | -2.5% | +67.1% | +69.3% |
| 6M | +119.4% | +4.0% | +115.4% | +103.3% |
| YTD | -0.5% | +9.3% | -9.8% | -15.1% |
| 1Y | +1.3% | +5.6% | -4.3% | -9.3% |
| 3Y | +15.6% | +31.3% | -15.7% | -27.9% |
| All | -66.5% | +8.4% | -74.9% | -70.4% |
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