+55.7%
ZTS vs XLRE
+89.0%
-33.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.5% |
| 7D | -3.7% | -1.2% | -2.6% | -3.0% |
| 30D | -0.8% | -2.4% | +1.6% | +0.9% |
| 3M | -9.7% | -2.5% | -7.2% | -8.3% |
| 6M | -38.4% | +4.0% | -42.4% | -40.0% |
| YTD | -41.1% | +9.3% | -50.4% | -44.7% |
| 1Y | -50.6% | +5.6% | -56.2% | -52.5% |
| 3Y | -59.1% | +31.3% | -90.4% | -66.4% |
| 5Y | -62.7% | +9.5% | -72.3% | -65.5% |
| All | +55.7% | +89.0% | -33.3% | +4.7% |
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