+257.5%
YUM vs XLRE
+109.5%
+148.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.6% |
| 7D | -6.1% | -1.2% | -4.9% | -5.4% |
| 30D | -5.8% | -2.4% | -3.4% | -4.4% |
| 3M | -7.6% | -2.5% | -5.1% | -6.3% |
| 6M | -9.1% | +4.0% | -13.1% | -11.3% |
| YTD | -5.5% | +9.3% | -14.8% | -10.5% |
| 1Y | -3.7% | +5.6% | -9.3% | -6.9% |
| 3Y | +17.8% | +31.3% | -13.5% | -1.4% |
| 5Y | +19.3% | +9.5% | +9.7% | +10.2% |
| 10Y | +170.7% | +89.0% | +81.7% | +71.3% |
| All | +257.5% | +109.5% | +148.0% | +108.9% |
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