+153.4%
W vs XLRE
+111.8%
+41.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +6.5% | -0.3% | +6.8% | +6.9% |
| 30D | -6.2% | -2.4% | -3.8% | -3.4% |
| 3M | +48.9% | +0.6% | +48.3% | +47.3% |
| 6M | +31.2% | +3.9% | +27.2% | +24.5% |
| YTD | -0.4% | +10.5% | -10.9% | -12.9% |
| 1Y | +14.8% | +8.4% | +6.4% | +2.6% |
| 3Y | +40.5% | +32.8% | +7.7% | +3.5% |
| 5Y | -62.1% | +7.0% | -69.2% | -62.7% |
| 10Y | +141.5% | +83.8% | +57.7% | +46.9% |
| All | +153.4% | +111.8% | +41.6% | +30.3% |
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