+110.4%
XLRE vs Z
+8.7%
+101.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +0.8% |
| 7D | -0.3% | -3.3% | +2.9% | +0.1% |
| 30D | -2.4% | -3.7% | +1.3% | -2.1% |
| 3M | +0.6% | -7.0% | +7.6% | +1.1% |
| 6M | +3.9% | -29.5% | +33.5% | +8.3% |
| YTD | +10.5% | -52.6% | +63.1% | +21.1% |
| 1Y | +8.4% | -64.0% | +72.4% | +23.1% |
| 3Y | +32.8% | -36.4% | +69.2% | +36.0% |
| 5Y | +7.0% | -65.8% | +72.8% | +13.1% |
| 10Y | +83.8% | -5.8% | +89.6% | +56.7% |
| All | +110.4% | +8.7% | +101.8% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling