+108.1%
XLRE vs MKTX
+91.0%
+17.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.2% | -0.2% | -0.9% | -1.1% |
| 30D | -2.4% | +0.7% | -3.1% | -2.5% |
| 3M | -2.5% | +40.8% | -43.3% | -10.3% |
| 6M | +4.0% | -8.0% | +12.0% | +5.1% |
| YTD | +9.3% | -8.7% | +18.0% | +10.5% |
| 1Y | +5.6% | -11.8% | +17.4% | +7.4% |
| 3Y | +31.3% | -24.0% | +55.3% | +34.7% |
| 5Y | +9.5% | -60.3% | +69.9% | +28.2% |
| 10Y | +89.0% | +5.0% | +84.0% | +82.1% |
| All | +108.1% | +91.0% | +17.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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