+108.1%
XLRE vs BR
+261.4%
-153.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -1.2% | -3.0% | +1.8% | +0.1% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | -2.5% | +17.3% | -19.8% | -9.7% |
| 6M | +4.0% | -6.7% | +10.7% | +6.0% |
| YTD | +9.3% | -23.4% | +32.7% | +21.4% |
| 1Y | +5.6% | -32.7% | +38.3% | +24.6% |
| 3Y | +31.3% | -5.9% | +37.2% | +30.6% |
| 5Y | +9.5% | +8.4% | +1.1% | -0.1% |
| 10Y | +89.0% | +189.2% | -100.2% | +9.8% |
| All | +108.1% | +261.4% | -153.2% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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