+128.3%
XLP vs XLRE
+112.0%
+16.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -0.9% | -2.8% | +1.9% | +0.5% |
| 3M | +3.8% | -0.2% | +4.0% | +3.9% |
| 6M | -1.7% | +1.9% | -3.7% | -2.7% |
| YTD | +10.3% | +10.6% | -0.3% | +4.8% |
| 1Y | +7.8% | +8.8% | -1.0% | +3.3% |
| 3Y | +27.2% | +31.5% | -4.3% | +9.8% |
| 5Y | +32.5% | +6.6% | +26.0% | +25.8% |
| 10Y | +101.8% | +84.0% | +17.8% | +40.6% |
| All | +128.3% | +112.0% | +16.4% | +51.0% |
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