+159.8%
XLB vs XLRE
+89.0%
+70.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -2.8% | -1.2% | -1.7% | -2.1% |
| 30D | -3.1% | -2.4% | -0.7% | -1.5% |
| 3M | -0.2% | -2.5% | +2.3% | +1.4% |
| 6M | +3.1% | +4.0% | -0.9% | +0.1% |
| YTD | +13.3% | +9.3% | +4.0% | +6.3% |
| 1Y | +12.0% | +5.6% | +6.4% | +7.6% |
| 3Y | +31.4% | +31.3% | +0.1% | +8.0% |
| 5Y | +33.9% | +9.5% | +24.4% | +23.1% |
| All | +159.8% | +89.0% | +70.8% | +73.9% |
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