+31.3%
XLRE vs RUN
-39.0%
+70.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | -1.2% | -3.7% | +2.6% | -1.0% |
| 30D | -2.4% | -13.0% | +10.6% | -1.7% |
| 3M | -2.5% | -31.8% | +29.3% | -0.7% |
| 6M | +4.0% | -32.2% | +36.2% | +5.5% |
| YTD | +9.3% | -53.5% | +62.8% | +12.4% |
| 1Y | +5.6% | -46.5% | +52.1% | +7.1% |
| 3Y | +31.3% | -37.6% | +68.9% | +17.1% |
| All | +31.3% | -39.0% | +70.3% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling