+226.0%
XLE vs XLRE
+7.1%
+218.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | +6.6% | -2.3% | +8.9% | +7.5% |
| 3M | +12.3% | -3.5% | +15.7% | +13.6% |
| 6M | +18.4% | +1.9% | +16.5% | +16.9% |
| YTD | +47.2% | +8.3% | +38.9% | +41.4% |
| 1Y | +50.3% | +6.4% | +43.9% | +45.4% |
| 3Y | +55.3% | +30.2% | +25.1% | +37.2% |
| 5Y | +226.0% | +8.6% | +217.3% | +212.6% |
| All | +226.0% | +7.1% | +218.8% | +212.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling