+8.6%
XLRE vs CAPR
+66.0%
-57.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.8% |
| 7D | -2.7% | -10.6% | +7.8% | -2.6% |
| 30D | -2.3% | +111.2% | -113.5% | -2.9% |
| 3M | -3.5% | -67.2% | +63.8% | -3.3% |
| 6M | +1.9% | -75.1% | +77.0% | +2.2% |
| YTD | +8.3% | -71.2% | +79.6% | +8.6% |
| 1Y | +6.4% | +31.1% | -24.7% | +3.9% |
| 3Y | +30.2% | +31.3% | -1.1% | +20.0% |
| 5Y | +8.6% | +69.4% | -60.8% | -5.5% |
| All | +8.6% | +66.0% | -57.4% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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