+142.8%
XYL vs XLRE
+89.0%
+53.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | +1.2% | -1.2% | +2.4% | +2.1% |
| 30D | -11.9% | -2.4% | -9.5% | -10.4% |
| 3M | -1.5% | -2.5% | +0.9% | +0.2% |
| 6M | -11.9% | +4.0% | -15.9% | -14.6% |
| YTD | -20.6% | +9.3% | -29.9% | -25.9% |
| 1Y | -23.5% | +5.6% | -29.1% | -26.9% |
| 3Y | +14.9% | +31.3% | -16.4% | -7.7% |
| 5Y | -15.3% | +9.5% | -24.8% | -22.3% |
| All | +142.8% | +89.0% | +53.8% | +60.0% |
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