+106.4%
XLRE vs TRU
+221.5%
-115.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.7% | -9.4% | +6.7% | +0.2% |
| 30D | -2.3% | -4.1% | +1.8% | -1.2% |
| 3M | -3.5% | +13.6% | -17.1% | -7.8% |
| 6M | +1.9% | +3.6% | -1.7% | -0.4% |
| YTD | +8.3% | -9.8% | +18.2% | +9.7% |
| 1Y | +6.4% | -13.6% | +20.0% | +8.6% |
| 3Y | +30.2% | -2.0% | +32.2% | +20.6% |
| 5Y | +8.6% | -35.8% | +44.4% | +14.5% |
| 10Y | +87.4% | +142.9% | -55.5% | +35.5% |
| All | +106.4% | +221.5% | -115.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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