+14.1%
XLRE vs RUN
-53.7%
+67.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.1% | +3.3% |
| 7D | +7.1% | +18.5% | -11.4% | +6.6% |
| 30D | +10.9% | +15.5% | -4.6% | +10.4% |
| 3M | +0.7% | -20.3% | +21.0% | +0.9% |
| 6M | +4.1% | -30.8% | +34.9% | +4.3% |
| YTD | +14.5% | -52.2% | +66.7% | +14.7% |
| 1Y | +14.1% | -53.9% | +68.0% | +14.3% |
| All | +14.1% | -53.7% | +67.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling