+110.4%
XLRE vs URA
+334.6%
-224.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | -0.3% | +8.1% | -8.4% | -1.6% |
| 30D | -2.4% | +5.8% | -8.2% | -3.5% |
| 3M | +0.6% | +3.4% | -2.9% | -0.5% |
| 6M | +3.9% | -2.6% | +6.6% | +3.2% |
| YTD | +10.5% | +11.2% | -0.7% | +6.1% |
| 1Y | +8.4% | +19.8% | -11.4% | +1.4% |
| 3Y | +32.8% | +121.5% | -88.7% | +5.3% |
| 5Y | +7.0% | +134.5% | -127.4% | -19.6% |
| 10Y | +83.8% | +376.7% | -292.9% | +0.8% |
| All | +110.4% | +334.6% | -224.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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