+253.0%
XYL vs XLRE
+109.5%
+143.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.3% |
| 7D | +0.8% | -0.7% | +1.6% | +1.4% |
| 30D | -10.8% | -2.2% | -8.6% | -9.4% |
| 3M | -2.5% | -2.6% | +0.1% | -0.8% |
| 6M | -12.2% | +2.6% | -14.8% | -14.0% |
| YTD | -20.1% | +9.3% | -29.3% | -25.2% |
| 1Y | -20.6% | +7.2% | -27.9% | -24.9% |
| 3Y | +17.3% | +31.3% | -14.0% | -5.2% |
| 5Y | -14.5% | +8.1% | -22.6% | -20.7% |
| 10Y | +150.2% | +88.9% | +61.3% | +62.7% |
| All | +253.0% | +109.5% | +143.6% | +122.3% |
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 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