+398.6%
ZS vs XLRE
+84.8%
+313.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.4% |
| 30D | -7.2% | -2.4% | -4.8% | -5.9% |
| 3M | +30.5% | -2.5% | +33.0% | +32.3% |
| 6M | +7.0% | +4.0% | +3.0% | +3.5% |
| YTD | -26.8% | +9.3% | -36.1% | -31.6% |
| 1Y | -42.6% | +5.6% | -48.2% | -45.2% |
| 3Y | -0.3% | +31.3% | -31.6% | -18.4% |
| 5Y | -39.2% | +9.5% | -48.8% | -43.9% |
| All | +398.6% | +84.8% | +313.8% | +258.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling