+533.2%
XYZ vs XLRE
+109.2%
+424.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.1% |
| 7D | -1.0% | -1.2% | +0.3% | +0.4% |
| 30D | -1.7% | -2.8% | +1.1% | +1.5% |
| 3M | +16.7% | -0.2% | +16.9% | +16.4% |
| 6M | +26.9% | +1.9% | +24.9% | +23.3% |
| YTD | +27.1% | +10.6% | +16.6% | +12.7% |
| 1Y | +9.3% | +8.8% | +0.4% | -1.8% |
| 3Y | +42.3% | +31.5% | +10.7% | +2.4% |
| 5Y | -69.3% | +6.6% | -75.9% | -70.8% |
| 10Y | +586.8% | +84.0% | +502.8% | +304.9% |
| All | +533.2% | +109.2% | +424.0% | +244.4% |
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