+171.3%
XLU vs XLRE
+109.5%
+61.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.9% |
| 7D | -1.6% | -1.2% | -0.4% | -0.8% |
| 30D | -3.3% | -2.4% | -0.9% | -1.7% |
| 3M | -3.2% | -2.5% | -0.7% | -1.6% |
| 6M | -7.0% | +4.0% | -10.9% | -9.5% |
| YTD | +0.6% | +9.3% | -8.7% | -5.5% |
| 1Y | +2.4% | +5.6% | -3.1% | -1.6% |
| 3Y | +46.3% | +31.3% | +15.0% | +19.5% |
| 5Y | +44.0% | +9.5% | +34.4% | +31.4% |
| 10Y | +140.1% | +89.0% | +51.1% | +48.2% |
| All | +171.3% | +109.5% | +61.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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