-37.5%
U vs XLRE
+47.9%
-85.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +4.5% | -0.3% | +4.8% | +4.9% |
| 30D | -0.6% | -2.4% | +1.8% | +2.7% |
| 3M | +48.4% | +0.6% | +47.9% | +46.0% |
| 6M | +115.4% | +3.9% | +111.4% | +101.2% |
| YTD | -3.2% | +10.5% | -13.7% | -17.6% |
| 1Y | -6.0% | +8.4% | -14.4% | -18.1% |
| 3Y | +13.5% | +32.8% | -19.3% | -26.5% |
| 5Y | -68.0% | +7.0% | -75.0% | -72.0% |
| All | -37.5% | +47.9% | -85.4% | -55.9% |
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