+1,135.8%
URI vs XLRE
+112.9%
+1,022.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +6.7% | +0.8% | +5.9% | +6.0% |
| 30D | +8.9% | +6.9% | +1.9% | +2.4% |
| 3M | +0.5% | -0.8% | +1.4% | +1.1% |
| 6M | +20.7% | +2.1% | +18.6% | +17.4% |
| YTD | +40.0% | +12.6% | +27.4% | +24.6% |
| 1Y | +34.4% | +12.5% | +21.9% | +19.7% |
| 3Y | +149.5% | +44.2% | +105.3% | +76.1% |
| 5Y | +205.6% | +9.1% | +196.4% | +177.3% |
| All | +1,135.8% | +112.9% | +1,022.9% | +651.3% |
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