+88.2%
XLRE vs Z
-2.5%
+90.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.3% |
| 7D | -1.2% | -6.0% | +4.9% | -0.3% |
| 30D | -2.4% | -2.3% | -0.1% | -2.3% |
| 3M | -2.5% | -0.6% | -1.9% | -2.9% |
| 6M | +4.0% | -27.6% | +31.6% | +8.0% |
| YTD | +9.3% | -52.4% | +61.6% | +19.9% |
| 1Y | +5.6% | -63.6% | +69.2% | +20.0% |
| 3Y | +31.3% | -36.4% | +67.7% | +34.5% |
| 5Y | +9.5% | -64.6% | +74.2% | +15.2% |
| All | +88.2% | -2.5% | +90.7% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling