-34.7%
UPS vs XLRE
+8.4%
-43.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.2% |
| 30D | -2.0% | -2.4% | +0.5% | -0.4% |
| 3M | -6.2% | -2.5% | -3.7% | -4.7% |
| 6M | +2.8% | +4.0% | -1.2% | 0.0% |
| YTD | +5.9% | +9.3% | -3.4% | -0.2% |
| 1Y | +26.2% | +5.6% | +20.7% | +21.3% |
| 3Y | -26.0% | +31.3% | -57.3% | -38.7% |
| All | -34.7% | +8.4% | -43.1% | -40.4% |
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