+334.6%
USFD vs XLRE
+100.3%
+234.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | +10.6% | +6.0% | +4.5% | +5.2% |
| 3M | -2.4% | +0.5% | -3.0% | -2.8% |
| 6M | +28.9% | +1.2% | +27.7% | +27.3% |
| YTD | +43.7% | +12.6% | +31.1% | +28.9% |
| 1Y | +48.5% | +11.0% | +37.5% | +34.9% |
| 3Y | +154.7% | +43.0% | +111.7% | +78.3% |
| 5Y | +218.4% | +9.1% | +209.3% | +185.2% |
| 10Y | +360.6% | +111.7% | +248.9% | +158.7% |
| All | +334.6% | +100.3% | +234.2% | +149.1% |
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