+367.4%
EAT vs XLRE
+89.0%
+278.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.9% |
| 7D | -7.7% | -1.2% | -6.5% | -6.6% |
| 30D | -13.6% | -2.4% | -11.2% | -11.5% |
| 3M | +33.9% | -2.5% | +36.4% | +36.8% |
| 6M | +47.2% | +4.0% | +43.2% | +40.6% |
| YTD | +48.1% | +9.3% | +38.8% | +33.9% |
| 1Y | +33.7% | +5.6% | +28.1% | +25.1% |
| 3Y | +595.8% | +31.3% | +564.5% | +406.3% |
| 5Y | +314.4% | +9.5% | +304.8% | +263.2% |
| All | +367.4% | +89.0% | +278.4% | +191.9% |
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 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