+64.4%
UL vs XLRE
+89.0%
-24.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.2% |
| 7D | -3.4% | -1.2% | -2.2% | -2.9% |
| 30D | +0.5% | -2.4% | +2.9% | +1.6% |
| 3M | +7.2% | -2.5% | +9.7% | +8.5% |
| 6M | -3.1% | +4.0% | -7.0% | -4.7% |
| YTD | -2.7% | +9.3% | -12.0% | -6.4% |
| 1Y | -10.2% | +5.6% | -15.8% | -12.4% |
| 3Y | +20.3% | +31.3% | -11.0% | +5.6% |
| 5Y | +19.9% | +9.5% | +10.4% | +12.8% |
| All | +64.4% | +89.0% | -24.7% | +16.7% |
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