+555.9%
XYZ vs XLRE
+114.1%
+441.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | -2.2% | -1.2% | -1.0% | -0.8% |
| 30D | +11.6% | +6.4% | +5.2% | +4.6% |
| 3M | +8.4% | +2.0% | +6.4% | +6.4% |
| 6M | +17.2% | +1.8% | +15.4% | +14.6% |
| YTD | +31.7% | +13.2% | +18.5% | +14.1% |
| 1Y | +30.1% | +10.7% | +19.4% | +15.5% |
| 3Y | +66.4% | +43.7% | +22.7% | +8.3% |
| 5Y | -62.2% | +9.7% | -71.9% | -65.0% |
| 10Y | +621.5% | +112.8% | +508.7% | +293.8% |
| All | +555.9% | +114.1% | +441.7% | +248.9% |
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