+117.1%
XRT vs XLRE
+111.8%
+5.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | -5.6% | -2.4% | -3.2% | -4.0% |
| 3M | +2.5% | +0.6% | +2.0% | +2.0% |
| 6M | +3.7% | +3.9% | -0.3% | +0.7% |
| YTD | +1.0% | +10.5% | -9.5% | -6.2% |
| 1Y | -1.2% | +8.4% | -9.6% | -7.0% |
| 3Y | +43.4% | +32.8% | +10.6% | +16.2% |
| 5Y | -0.7% | +7.0% | -7.8% | -6.9% |
| 10Y | +123.7% | +83.8% | +39.9% | +48.3% |
| All | +117.1% | +111.8% | +5.3% | +33.5% |
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