+308.6%
USFD vs XLRE
+87.4%
+221.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.7% |
| 7D | -8.0% | -2.7% | -5.3% | -5.7% |
| 30D | -13.1% | -2.3% | -10.7% | -11.2% |
| 3M | +6.5% | -3.5% | +10.0% | +9.8% |
| 6M | +5.7% | +1.9% | +3.9% | +3.6% |
| YTD | +27.5% | +8.3% | +19.2% | +18.2% |
| 1Y | +23.4% | +6.4% | +17.1% | +16.1% |
| 3Y | +146.4% | +30.2% | +116.2% | +86.7% |
| 5Y | +196.8% | +8.6% | +188.1% | +164.4% |
| All | +308.6% | +87.4% | +221.2% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling