+150.0%
XBI vs XLRE
+109.5%
+40.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -4.6% | -1.2% | -3.5% | -3.9% |
| 30D | -2.0% | -2.4% | +0.4% | -0.4% |
| 3M | +17.8% | -2.5% | +20.3% | +19.4% |
| 6M | +23.7% | +4.0% | +19.7% | +20.0% |
| YTD | +28.2% | +9.3% | +19.0% | +19.9% |
| 1Y | +64.0% | +5.6% | +58.4% | +57.0% |
| 3Y | +99.4% | +31.3% | +68.1% | +63.7% |
| 5Y | +19.3% | +9.5% | +9.8% | +10.7% |
| 10Y | +158.7% | +89.0% | +69.7% | +72.4% |
| All | +150.0% | +109.5% | +40.5% | +57.8% |
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