-39.6%
ZBRA vs XLRE
+8.4%
-48.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.0% |
| 7D | -3.4% | -1.2% | -2.2% | -2.3% |
| 30D | -7.4% | -2.4% | -5.0% | -5.2% |
| 3M | +57.5% | -2.5% | +60.0% | +60.8% |
| 6M | +64.0% | +4.0% | +60.0% | +55.8% |
| YTD | +44.3% | +9.3% | +35.0% | +30.0% |
| 1Y | +10.9% | +5.6% | +5.3% | +3.9% |
| 3Y | +37.5% | +31.3% | +6.2% | +1.1% |
| All | -39.6% | +8.4% | -48.0% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling