+1,186.2%
URI vs XLRE
+87.4%
+1,098.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.0% | -3.1% |
| 7D | -0.5% | -2.7% | +2.2% | +2.0% |
| 30D | -13.4% | -2.3% | -11.0% | -11.6% |
| 3M | -6.2% | -3.5% | -2.7% | -3.7% |
| 6M | +28.0% | +1.9% | +26.1% | +25.2% |
| YTD | +23.0% | +8.3% | +14.6% | +13.6% |
| 1Y | +5.5% | +6.4% | -0.8% | -0.9% |
| 3Y | +119.2% | +30.2% | +89.0% | +70.9% |
| 5Y | +201.0% | +8.6% | +192.4% | +175.3% |
| All | +1,186.2% | +87.4% | +1,098.8% | +712.0% |
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