+137.2%
XLP vs XLRE
+114.0%
+23.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.5% | -1.2% | +0.6% | 0.0% |
| 30D | +8.3% | +6.4% | +2.0% | +5.1% |
| 3M | +8.7% | +2.0% | +6.7% | +7.6% |
| 6M | +11.2% | +1.8% | +9.4% | +10.2% |
| YTD | +20.0% | +13.2% | +6.8% | +12.7% |
| 1Y | +21.3% | +10.7% | +10.6% | +15.2% |
| 3Y | +43.8% | +43.7% | +0.1% | +18.7% |
| 5Y | +43.3% | +9.7% | +33.6% | +34.1% |
| All | +137.2% | +114.0% | +23.2% | +53.8% |
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