+523.9%
V vs XLRE
+115.9%
+408.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | +0.8% | +0.1% | +0.3% |
| 30D | +9.0% | +6.9% | +2.0% | +4.2% |
| 3M | +16.7% | -0.8% | +17.6% | +17.4% |
| 6M | +33.4% | +2.1% | +31.3% | +31.4% |
| YTD | +22.4% | +12.6% | +9.7% | +12.3% |
| 1Y | +27.7% | +12.5% | +15.2% | +17.3% |
| 3Y | +78.0% | +44.2% | +33.8% | +35.5% |
| 5Y | +108.5% | +9.1% | +99.4% | +91.6% |
| 10Y | +459.0% | +111.8% | +347.2% | +222.8% |
| All | +523.9% | +115.9% | +408.0% | +248.9% |
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