+102.4%
XLP vs XLRE
+87.4%
+15.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.5% |
| 7D | -2.5% | -2.7% | +0.2% | -1.2% |
| 30D | -1.9% | -2.3% | +0.4% | -0.7% |
| 3M | -2.1% | -3.5% | +1.3% | -0.4% |
| 6M | -1.8% | +1.9% | -3.7% | -2.8% |
| YTD | +8.3% | +8.3% | 0.0% | +4.0% |
| 1Y | +6.8% | +6.4% | +0.4% | +3.4% |
| 3Y | +25.7% | +30.2% | -4.5% | +8.9% |
| 5Y | +31.9% | +8.6% | +23.3% | +23.8% |
| All | +102.4% | +87.4% | +15.0% | +38.3% |
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