+196.2%
XEL vs XLRE
+107.7%
+88.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.2% | -2.7% | +1.5% | +0.6% |
| 30D | -2.9% | -2.3% | -0.6% | -1.4% |
| 3M | -2.7% | -3.5% | +0.8% | -0.5% |
| 6M | -6.5% | +1.9% | -8.4% | -7.7% |
| YTD | +3.6% | +8.3% | -4.7% | -1.7% |
| 1Y | +7.5% | +6.4% | +1.1% | +3.1% |
| 3Y | +46.3% | +30.2% | +16.1% | +21.1% |
| 5Y | +30.5% | +8.6% | +21.9% | +19.9% |
| 10Y | +151.4% | +87.4% | +64.0% | +57.1% |
| All | +196.2% | +107.7% | +88.4% | +81.3% |
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