+192.1%
XHB vs XLRE
+107.7%
+84.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.6% |
| 7D | -5.2% | -2.7% | -2.5% | -3.0% |
| 30D | -12.1% | -2.3% | -9.8% | -10.3% |
| 3M | -6.2% | -3.5% | -2.7% | -3.5% |
| 6M | -6.7% | +1.9% | -8.6% | -8.3% |
| YTD | -5.5% | +8.3% | -13.8% | -11.9% |
| 1Y | -15.6% | +6.4% | -22.0% | -20.1% |
| 3Y | +22.0% | +30.2% | -8.2% | -2.7% |
| 5Y | +31.8% | +8.6% | +23.2% | +22.3% |
| 10Y | +208.1% | +87.4% | +120.7% | +90.1% |
| All | +192.1% | +107.7% | +84.4% | +69.5% |
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