+87.1%
UL vs XLRE
+109.5%
-22.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.1% |
| 7D | -3.2% | -0.7% | -2.5% | -2.9% |
| 30D | -0.6% | -2.2% | +1.6% | +0.4% |
| 3M | +9.4% | -2.6% | +12.1% | +10.8% |
| 6M | -4.1% | +2.6% | -6.7% | -5.2% |
| YTD | -2.0% | +9.3% | -11.2% | -5.7% |
| 1Y | -9.0% | +7.2% | -16.2% | -11.8% |
| 3Y | +21.8% | +31.3% | -9.5% | +6.8% |
| 5Y | +20.6% | +8.1% | +12.4% | +14.0% |
| 10Y | +67.7% | +88.9% | -21.2% | +16.3% |
| All | +87.1% | +109.5% | -22.3% | +24.5% |
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