+6.5%
ULTA vs XLRE
+9.1%
-2.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +9.0% | -1.2% | +10.2% | +9.6% |
| 30D | +4.6% | -2.8% | +7.4% | +5.9% |
| 3M | +22.0% | -0.2% | +22.2% | +22.1% |
| 6M | -14.7% | +1.9% | -16.6% | -15.1% |
| YTD | -6.8% | +10.6% | -17.3% | -9.4% |
| 1Y | +6.5% | +8.8% | -2.3% | +3.6% |
| All | +6.5% | +9.1% | -2.6% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling