+188.7%
XLB vs XLRE
+109.5%
+79.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.3% |
| 7D | -2.9% | -0.7% | -2.2% | -2.5% |
| 30D | -3.4% | -2.2% | -1.1% | -2.0% |
| 3M | +1.6% | -2.6% | +4.2% | +3.2% |
| 6M | +3.6% | +2.6% | +1.1% | +1.6% |
| YTD | +14.2% | +9.3% | +5.0% | +7.4% |
| 1Y | +15.6% | +7.2% | +8.4% | +10.0% |
| 3Y | +33.1% | +31.3% | +1.8% | +9.9% |
| 5Y | +35.0% | +8.1% | +26.9% | +25.4% |
| 10Y | +164.5% | +88.9% | +75.6% | +74.4% |
| All | +188.7% | +109.5% | +79.2% | +81.6% |
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