-2.6%
XRT vs XLRE
+7.1%
-9.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -3.6% | -2.7% | -0.9% | -1.5% |
| 30D | -6.7% | -2.3% | -4.4% | -5.0% |
| 3M | -1.4% | -3.5% | +2.1% | +1.3% |
| 6M | +1.7% | +1.9% | -0.2% | -0.1% |
| YTD | -1.5% | +8.3% | -9.8% | -8.0% |
| 1Y | -2.5% | +6.4% | -8.9% | -7.6% |
| 3Y | +39.9% | +30.2% | +9.7% | +10.8% |
| 5Y | -2.6% | +8.6% | -11.2% | -10.3% |
| All | -2.6% | +7.1% | -9.8% | -10.3% |
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 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