+110.8%
USB vs XLRE
+114.1%
-3.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | 0.0% | +1.9% | -1.9% | -1.5% |
| 30D | +5.8% | +8.5% | -2.6% | -0.6% |
| 3M | -6.0% | -1.0% | -5.0% | -5.3% |
| 6M | +7.8% | 0.0% | +7.7% | +7.6% |
| YTD | +14.6% | +11.7% | +2.9% | +4.8% |
| 1Y | +31.8% | +11.8% | +19.9% | +20.3% |
| 3Y | +91.5% | +40.8% | +50.7% | +46.3% |
| 5Y | +22.0% | +8.2% | +13.9% | +12.4% |
| 10Y | +96.1% | +107.4% | -11.4% | +22.8% |
| All | +110.8% | +114.1% | -3.3% | +28.9% |
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