+1,387.3%
URI vs XLRE
+112.0%
+1,275.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.2% |
| 7D | -2.0% | -1.2% | -0.7% | -0.9% |
| 30D | -12.9% | -2.8% | -10.1% | -10.8% |
| 3M | -6.7% | -0.2% | -6.5% | -7.1% |
| 6M | +19.0% | +1.9% | +17.0% | +16.5% |
| YTD | +25.5% | +10.6% | +15.0% | +14.0% |
| 1Y | +5.5% | +8.8% | -3.3% | -2.8% |
| 3Y | +111.3% | +31.5% | +79.8% | +63.8% |
| 5Y | +198.6% | +6.6% | +192.0% | +177.8% |
| 10Y | +1,179.9% | +84.0% | +1,095.9% | +674.6% |
| All | +1,387.3% | +112.0% | +1,275.3% | +699.4% |
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