+169.4%
XLV vs XLRE
+89.0%
+80.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -3.6% | -1.2% | -2.4% | -3.0% |
| 30D | -1.8% | -2.4% | +0.6% | -0.6% |
| 3M | +7.8% | -2.5% | +10.3% | +9.2% |
| 6M | +9.1% | +4.0% | +5.1% | +6.8% |
| YTD | +7.7% | +9.3% | -1.5% | +2.7% |
| 1Y | +20.4% | +5.6% | +14.8% | +16.8% |
| 3Y | +30.8% | +31.3% | -0.5% | +12.1% |
| 5Y | +34.6% | +9.5% | +25.1% | +25.8% |
| All | +169.4% | +89.0% | +80.3% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling