+9.0%
ZBH vs XLRE
+107.7%
-98.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | -6.6% | -2.7% | -3.8% | -4.9% |
| 30D | -4.9% | -2.3% | -2.6% | -3.5% |
| 3M | +5.1% | -3.5% | +8.6% | +7.6% |
| 6M | +1.3% | +1.9% | -0.5% | +0.2% |
| YTD | +3.4% | +8.3% | -5.0% | -1.8% |
| 1Y | -8.7% | +6.4% | -15.1% | -12.2% |
| 3Y | -21.2% | +30.2% | -51.4% | -34.0% |
| 5Y | -29.2% | +8.6% | -37.8% | -34.3% |
| 10Y | -17.5% | +87.4% | -104.9% | -44.7% |
| All | +9.0% | +107.7% | -98.7% | -28.9% |
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