+166.3%
XME vs XLRE
+8.4%
+157.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | -4.2% | -1.2% | -3.0% | -3.4% |
| 30D | -2.7% | -2.4% | -0.3% | -1.1% |
| 3M | -3.9% | -2.5% | -1.4% | -2.7% |
| 6M | -1.0% | +4.0% | -4.9% | -4.5% |
| YTD | +9.8% | +9.3% | +0.5% | +1.9% |
| 1Y | +32.5% | +5.6% | +27.0% | +26.0% |
| 3Y | +124.3% | +31.3% | +93.1% | +77.9% |
| All | +166.3% | +8.4% | +157.9% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling