+8.9%
XLRE vs RGEN
-44.2%
+53.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.2% | -1.4% | +0.3% | -0.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.5% |
| 3M | -2.5% | +23.9% | -26.4% | -6.1% |
| 6M | +4.0% | +38.5% | -34.6% | -2.1% |
| YTD | +9.3% | +0.8% | +8.5% | +8.0% |
| 1Y | +5.6% | +38.2% | -32.6% | -1.3% |
| 3Y | +31.3% | +1.3% | +30.0% | +24.6% |
| All | +8.9% | -44.2% | +53.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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