+125.0%
URI vs XLRE
+31.7%
+93.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | -12.5% | -2.4% | -10.1% | -10.7% |
| 3M | -6.2% | +0.6% | -6.8% | -7.2% |
| 6M | +25.9% | +3.9% | +21.9% | +20.8% |
| YTD | +26.2% | +10.5% | +15.7% | +14.3% |
| 1Y | +5.5% | +8.4% | -2.9% | -2.8% |
| 3Y | +125.0% | +32.8% | +92.2% | +65.6% |
| All | +125.0% | +31.7% | +93.3% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling