+164.5%
USFD vs XLRE
+31.7%
+132.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -5.3% | -2.4% | -2.9% | -4.1% |
| 3M | +18.8% | +0.6% | +18.2% | +18.3% |
| 6M | +14.3% | +3.9% | +10.3% | +11.8% |
| YTD | +36.9% | +10.5% | +26.4% | +29.7% |
| 1Y | +31.7% | +8.4% | +23.3% | +26.0% |
| 3Y | +164.5% | +32.8% | +131.7% | +130.4% |
| All | +164.5% | +31.7% | +132.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling