+31.2%
XLRE vs M
+106.8%
-75.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.7% |
| 7D | -0.7% | -4.1% | +3.3% | -0.3% |
| 30D | -2.2% | -13.6% | +11.4% | -0.8% |
| 3M | -2.6% | -2.3% | -0.3% | -2.6% |
| 6M | +2.6% | +21.9% | -19.3% | +0.1% |
| YTD | +9.3% | -0.6% | +9.8% | +8.7% |
| 1Y | +7.2% | +29.7% | -22.5% | +3.3% |
| All | +31.2% | +106.8% | -75.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling