+64.8%
XYZ vs XLRE
+44.8%
+19.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.2% | -1.2% | -1.0% | -1.0% |
| 30D | +11.6% | +6.4% | +5.2% | +5.9% |
| 3M | +8.4% | +2.0% | +6.4% | +6.8% |
| 6M | +17.2% | +1.8% | +15.4% | +15.2% |
| YTD | +31.7% | +13.2% | +18.5% | +16.9% |
| 1Y | +30.1% | +10.7% | +19.4% | +17.9% |
| All | +64.8% | +44.8% | +19.9% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling