+110.6%
XLRE vs CAPR
-77.7%
+188.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.2% | -2.0% | +0.7% | -1.2% |
| 30D | -2.8% | +139.2% | -142.0% | -3.6% |
| 3M | -0.2% | -66.4% | +66.2% | +0.1% |
| 6M | +1.9% | -63.1% | +65.1% | +2.1% |
| YTD | +10.6% | -67.4% | +78.0% | +10.8% |
| 1Y | +8.8% | +58.2% | -49.4% | +5.7% |
| 3Y | +31.5% | +42.2% | -10.7% | +25.9% |
| 5Y | +6.6% | +87.3% | -80.7% | +1.1% |
| 10Y | +84.0% | -75.3% | +159.3% | +68.8% |
| All | +110.6% | -77.7% | +188.3% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling