+106.4%
XLRE vs UUUU
+311.8%
-205.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.4% |
| 7D | -2.7% | -5.0% | +2.3% | -2.4% |
| 30D | -2.3% | -7.8% | +5.4% | -1.9% |
| 3M | -3.5% | -0.4% | -3.0% | -3.9% |
| 6M | +1.9% | -32.9% | +34.8% | +3.5% |
| YTD | +8.3% | -6.3% | +14.6% | +6.6% |
| 1Y | +6.4% | +7.9% | -1.5% | +2.4% |
| 3Y | +30.2% | +85.2% | -55.0% | +16.5% |
| 5Y | +8.6% | +97.0% | -88.3% | -6.3% |
| 10Y | +87.4% | +492.6% | -405.2% | +35.7% |
| All | +106.4% | +311.8% | -205.4% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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