+25.2%
USFD vs XLRE
+7.2%
+18.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.8% |
| 7D | -7.0% | -0.7% | -6.3% | -6.5% |
| 30D | -10.3% | -2.2% | -8.1% | -9.0% |
| 3M | +9.2% | -2.6% | +11.8% | +10.8% |
| 6M | +7.4% | +2.6% | +4.8% | +5.9% |
| YTD | +29.4% | +9.3% | +20.1% | +21.4% |
| All | +25.2% | +7.2% | +18.0% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling