+277.6%
UNP vs XLRE
+89.0%
+188.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -1.0% |
| 7D | -1.8% | -1.2% | -0.6% | -1.1% |
| 30D | -2.7% | -2.4% | -0.3% | -1.2% |
| 3M | +6.5% | -2.5% | +9.0% | +8.2% |
| 6M | +14.4% | +4.0% | +10.4% | +11.4% |
| YTD | +24.8% | +9.3% | +15.5% | +17.8% |
| 1Y | +34.4% | +5.6% | +28.8% | +29.6% |
| 3Y | +43.6% | +31.3% | +12.3% | +19.3% |
| 5Y | +53.2% | +9.5% | +43.7% | +41.0% |
| All | +277.6% | +89.0% | +188.6% | +157.9% |
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