+106.4%
XLRE vs RUN
-23.6%
+129.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -2.7% | -3.4% | +0.6% | -2.5% |
| 30D | -2.3% | -14.0% | +11.6% | -1.3% |
| 3M | -3.5% | -27.5% | +24.0% | -1.4% |
| 6M | +1.9% | -29.0% | +30.8% | +3.6% |
| YTD | +8.3% | -53.1% | +61.4% | +12.7% |
| 1Y | +6.4% | -46.7% | +53.1% | +8.7% |
| 3Y | +30.2% | -38.3% | +68.5% | +19.1% |
| 5Y | +8.6% | -80.7% | +89.3% | +5.0% |
| 10Y | +87.4% | +42.4% | +45.0% | +49.9% |
| All | +106.4% | -23.6% | +129.9% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling