+340.5%
ZBRA vs XLRE
+107.7%
+232.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.5% |
| 7D | -3.8% | -2.7% | -1.1% | -1.6% |
| 30D | -10.2% | -2.3% | -7.9% | -8.5% |
| 3M | +58.7% | -3.5% | +62.2% | +62.9% |
| 6M | +61.9% | +1.9% | +60.0% | +58.2% |
| YTD | +41.7% | +8.3% | +33.3% | +31.4% |
| 1Y | +12.4% | +6.4% | +6.0% | +6.1% |
| 3Y | +34.2% | +30.2% | +4.0% | +7.1% |
| 5Y | -40.8% | +8.6% | -49.4% | -44.7% |
| 10Y | +420.3% | +87.4% | +332.9% | +243.7% |
| All | +340.5% | +107.7% | +232.8% | +176.3% |
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