+266.0%
XLF vs XLRE
+107.7%
+158.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -2.9% | -2.7% | -0.2% | -1.1% |
| 30D | -1.6% | -2.3% | +0.7% | -0.1% |
| 3M | +9.3% | -3.5% | +12.7% | +11.7% |
| 6M | +14.6% | +1.9% | +12.7% | +12.8% |
| YTD | +4.7% | +8.3% | -3.6% | -1.3% |
| 1Y | +8.6% | +6.4% | +2.3% | +3.6% |
| 3Y | +73.9% | +30.2% | +43.6% | +42.3% |
| 5Y | +65.0% | +8.6% | +56.4% | +51.6% |
| 10Y | +250.4% | +87.4% | +163.1% | +129.0% |
| All | +266.0% | +107.7% | +158.2% | +125.1% |
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