+108.1%
XLRE vs USFR
+28.4%
+79.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -2.4% | +0.4% | -2.8% | -2.5% |
| 3M | -2.5% | +1.0% | -3.5% | -2.7% |
| 6M | +4.0% | +2.0% | +2.0% | +3.5% |
| YTD | +9.3% | +2.8% | +6.5% | +8.6% |
| 1Y | +5.6% | +4.1% | +1.5% | +4.7% |
| 3Y | +31.3% | +14.1% | +17.1% | +28.9% |
| 5Y | +9.5% | +20.6% | -11.0% | +7.0% |
| 10Y | +89.0% | +28.1% | +60.8% | +87.5% |
| All | +108.1% | +28.4% | +79.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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