+45.9%
UPS vs XLRE
+109.5%
-63.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.6% |
| 7D | -3.7% | -0.7% | -2.9% | -3.3% |
| 30D | -3.7% | -2.2% | -1.5% | -2.5% |
| 3M | -6.6% | -2.6% | -3.9% | -5.1% |
| 6M | +2.6% | +2.6% | 0.0% | +1.0% |
| YTD | +4.8% | +9.3% | -4.5% | -0.5% |
| 1Y | +25.3% | +7.2% | +18.1% | +20.0% |
| 3Y | -26.9% | +31.3% | -58.2% | -37.8% |
| 5Y | -33.5% | +8.1% | -41.6% | -37.6% |
| 10Y | +36.1% | +88.9% | -52.8% | -3.3% |
| All | +45.9% | +109.5% | -63.5% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling