+603.0%
EAT vs XLRE
+30.1%
+572.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.2% |
| 7D | -6.2% | -2.7% | -3.5% | -4.5% |
| 30D | -3.0% | -2.3% | -0.7% | -1.5% |
| 3M | +45.6% | -3.5% | +49.1% | +48.7% |
| 6M | +53.5% | +1.9% | +51.7% | +51.0% |
| YTD | +49.6% | +8.3% | +41.2% | +40.6% |
| 1Y | +38.9% | +6.4% | +32.5% | +32.3% |
| All | +603.0% | +30.1% | +572.9% | +496.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling