+144.1%
UMC vs XLRE
+8.4%
+135.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +9.0% | -1.2% | +10.2% | +9.6% |
| 30D | +17.2% | -2.4% | +19.6% | +18.7% |
| 3M | +11.4% | -2.5% | +13.9% | +11.8% |
| 6M | +137.5% | +4.0% | +133.5% | +129.2% |
| YTD | +193.1% | +9.3% | +183.8% | +173.7% |
| 1Y | +240.3% | +5.6% | +234.7% | +224.4% |
| 3Y | +262.2% | +31.3% | +230.9% | +192.6% |
| All | +144.1% | +8.4% | +135.7% | +132.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling