+24.5%
USB vs XLRE
+8.8%
+15.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | 0.0% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +6.3% | +6.0% | +0.2% | +1.6% |
| 3M | -6.1% | +0.5% | -6.7% | -6.6% |
| 6M | +13.0% | +1.2% | +11.8% | +11.8% |
| YTD | +16.6% | +12.6% | +4.0% | +5.9% |
| 1Y | +31.1% | +11.0% | +20.1% | +20.4% |
| 3Y | +100.9% | +43.0% | +57.9% | +51.5% |
| 5Y | +24.5% | +9.1% | +15.4% | +7.6% |
| All | +24.5% | +8.8% | +15.7% | +7.6% |
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 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