+88.2%
XLRE vs MTB
+173.8%
-85.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.4% | -4.8% | +2.4% | -1.0% |
| 3M | -2.5% | +6.0% | -8.4% | -4.2% |
| 6M | +4.0% | +19.6% | -15.6% | -1.5% |
| YTD | +9.3% | +21.5% | -12.2% | +2.8% |
| 1Y | +5.6% | +24.7% | -19.1% | -1.6% |
| 3Y | +31.3% | +108.6% | -77.3% | +2.9% |
| 5Y | +9.5% | +106.7% | -97.2% | -16.1% |
| All | +88.2% | +173.8% | -85.6% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling