+32.0%
XLP vs XLRE
+8.1%
+24.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -1.3% | -2.4% | +1.1% | -0.3% |
| 3M | +1.8% | +0.6% | +1.3% | +1.6% |
| 6M | -0.8% | +3.9% | -4.8% | -2.4% |
| YTD | +9.5% | +10.5% | -1.0% | +5.0% |
| 1Y | +7.2% | +8.4% | -1.2% | +3.5% |
| 3Y | +27.1% | +32.8% | -5.7% | +12.4% |
| 5Y | +32.0% | +7.0% | +25.0% | +27.7% |
| All | +32.0% | +8.1% | +24.0% | +27.7% |
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