+547.1%
XYZ vs XLRE
+113.1%
+434.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | +0.8% | -1.9% | -1.9% |
| 30D | +11.5% | +6.9% | +4.6% | +3.9% |
| 3M | +1.8% | -0.8% | +2.6% | +3.1% |
| 6M | +21.2% | +2.1% | +19.1% | +18.1% |
| YTD | +29.9% | +12.6% | +17.3% | +13.3% |
| 1Y | +35.8% | +12.5% | +23.3% | +18.4% |
| 3Y | +62.6% | +44.2% | +18.4% | +5.4% |
| 5Y | -62.8% | +9.1% | -71.9% | -65.4% |
| 10Y | +612.0% | +111.8% | +500.2% | +290.8% |
| All | +547.1% | +113.1% | +434.1% | +246.2% |
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