+405.9%
EBAY vs XLRE
+109.5%
+296.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | +4.2% | -1.2% | +5.4% | +4.8% |
| 30D | +5.6% | -2.4% | +8.0% | +7.0% |
| 3M | -1.4% | -2.5% | +1.1% | -0.2% |
| 6M | +18.2% | +4.0% | +14.2% | +15.5% |
| YTD | +24.8% | +9.3% | +15.6% | +18.6% |
| 1Y | +18.0% | +5.6% | +12.4% | +14.1% |
| 3Y | +160.3% | +31.3% | +129.0% | +122.5% |
| 5Y | +62.1% | +9.5% | +52.6% | +51.0% |
| 10Y | +283.1% | +89.0% | +194.2% | +173.0% |
| All | +405.9% | +109.5% | +296.4% | +232.9% |
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 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