+2.1%
XLRE vs ADVB
-50.5%
+52.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -23.6% | +23.6% | -0.2% |
| 7D | +0.8% | +27.8% | -26.9% | +1.1% |
| 30D | +6.9% | -50.8% | +57.7% | +6.7% |
| 3M | -0.8% | -70.5% | +69.7% | -1.2% |
| 6M | +2.1% | -46.7% | +48.8% | +2.8% |
| All | +2.1% | -50.5% | +52.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 6mo: compounded portfolio wealth divided by compounded ADVB 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…
6mo analysis · Full analysis span regression · 6 months rolling