+183.5%
XLE vs XLRE
+112.0%
+71.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.4% |
| 7D | +2.2% | -1.2% | +3.4% | +3.0% |
| 30D | +11.8% | -2.8% | +14.6% | +13.6% |
| 3M | +9.8% | -0.2% | +10.0% | +9.6% |
| 6M | +15.6% | +1.9% | +13.6% | +13.3% |
| YTD | +45.3% | +10.6% | +34.7% | +35.1% |
| 1Y | +48.3% | +8.8% | +39.5% | +39.1% |
| 3Y | +55.4% | +31.5% | +23.9% | +26.7% |
| 5Y | +216.1% | +6.6% | +209.5% | +191.9% |
| 10Y | +178.4% | +84.0% | +94.4% | +79.4% |
| All | +183.5% | +112.0% | +71.5% | +70.1% |
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