+1,559.2%
URI vs XLRE
+115.9%
+1,443.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +0.5% | -0.8% | +1.4% | +1.1% |
| 6M | +20.7% | +2.1% | +18.6% | +17.5% |
| YTD | +40.0% | +12.6% | +27.4% | +25.0% |
| 1Y | +34.4% | +12.5% | +21.9% | +20.0% |
| 3Y | +149.5% | +44.2% | +105.3% | +77.8% |
| 5Y | +205.6% | +9.1% | +196.4% | +178.2% |
| 10Y | +1,183.1% | +111.8% | +1,071.3% | +599.6% |
| All | +1,559.2% | +115.9% | +1,443.3% | +776.1% |
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