+601.1%
XME vs XLRE
+109.5%
+491.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.3% |
| 30D | +1.4% | -2.2% | +3.6% | +2.9% |
| 3M | +2.7% | -2.6% | +5.4% | +4.1% |
| 6M | +6.5% | +2.6% | +3.9% | +3.9% |
| YTD | +15.2% | +9.3% | +5.9% | +7.4% |
| 1Y | +43.5% | +7.2% | +36.3% | +35.4% |
| 3Y | +135.9% | +31.3% | +104.5% | +90.8% |
| 5Y | +181.5% | +8.1% | +173.3% | +159.5% |
| 10Y | +436.9% | +88.9% | +347.9% | +246.6% |
| All | +601.1% | +109.5% | +491.6% | +340.2% |
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