+212.4%
URI vs XLRE
+6.4%
+206.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +2.3% |
| 7D | +5.0% | -0.7% | +5.7% | +5.6% |
| 30D | -9.4% | -2.2% | -7.2% | -7.6% |
| 3M | -5.8% | -2.6% | -3.2% | -4.0% |
| 6M | +25.8% | +2.6% | +23.3% | +22.2% |
| YTD | +27.9% | +9.3% | +18.6% | +16.9% |
| 1Y | +9.7% | +7.2% | +2.5% | +2.0% |
| 3Y | +128.0% | +31.3% | +96.7% | +73.9% |
| 5Y | +212.4% | +8.1% | +204.3% | +178.8% |
| All | +212.4% | +6.4% | +206.0% | +178.8% |
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