+262.2%
UMC vs XLRE
+31.2%
+231.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.1% |
| 7D | +9.0% | -1.2% | +10.2% | +9.3% |
| 30D | +17.2% | -2.4% | +19.6% | +18.0% |
| 3M | +11.4% | -2.5% | +13.9% | +11.4% |
| 6M | +137.5% | +4.0% | +133.5% | +131.2% |
| YTD | +193.1% | +9.3% | +183.8% | +178.7% |
| 1Y | +240.3% | +5.6% | +234.7% | +228.5% |
| 3Y | +262.2% | +31.3% | +230.9% | +207.6% |
| All | +262.2% | +31.2% | +231.0% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling