+54.5%
USAR vs XLRE
+24.4%
+30.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.0% |
| 7D | -11.6% | -1.2% | -10.5% | -11.6% |
| 30D | -15.5% | -2.4% | -13.1% | -15.4% |
| 3M | -31.0% | -2.5% | -28.5% | -31.1% |
| 6M | -26.2% | +4.0% | -30.2% | -27.3% |
| YTD | +30.8% | +9.3% | +21.5% | +28.3% |
| 1Y | +7.1% | +5.6% | +1.5% | +5.4% |
| 3Y | +53.0% | +31.3% | +21.7% | +52.4% |
| All | +54.5% | +24.4% | +30.1% | +54.0% |
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 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