+381.1%
EAT vs XLRE
+109.5%
+271.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.2% |
| 7D | -6.8% | -0.7% | -6.1% | -6.1% |
| 30D | -5.4% | -2.2% | -3.1% | -3.3% |
| 3M | +42.8% | -2.6% | +45.4% | +46.0% |
| 6M | +56.5% | +2.6% | +53.9% | +51.8% |
| YTD | +50.0% | +9.3% | +40.8% | +36.3% |
| 1Y | +38.3% | +7.2% | +31.0% | +27.9% |
| 3Y | +591.6% | +31.3% | +560.3% | +411.6% |
| 5Y | +312.6% | +8.1% | +304.5% | +269.9% |
| 10Y | +381.4% | +88.9% | +292.5% | +204.8% |
| All | +381.1% | +109.5% | +271.6% | +192.3% |
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