+155.2%
W vs XLRE
+89.0%
+66.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.1% |
| 7D | -0.9% | -1.2% | +0.3% | +0.6% |
| 30D | -4.2% | -2.4% | -1.8% | -1.3% |
| 3M | +26.9% | -2.5% | +29.4% | +30.5% |
| 6M | +31.2% | +4.0% | +27.3% | +24.3% |
| YTD | -1.8% | +9.3% | -11.1% | -13.2% |
| 1Y | +9.3% | +5.6% | +3.7% | +0.7% |
| 3Y | +33.2% | +31.3% | +1.9% | -1.3% |
| 5Y | -62.4% | +9.5% | -72.0% | -63.9% |
| All | +155.2% | +89.0% | +66.2% | +60.0% |
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