+154.0%
ECL vs XLRE
+109.5%
+44.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.3% |
| 7D | -2.7% | -0.7% | -2.0% | -2.2% |
| 30D | -4.3% | -2.2% | -2.1% | -2.7% |
| 3M | +3.2% | -2.6% | +5.8% | +5.2% |
| 6M | -2.9% | +2.6% | -5.5% | -4.8% |
| YTD | +4.3% | +9.3% | -5.0% | -2.5% |
| 1Y | +1.6% | +7.2% | -5.6% | -3.6% |
| 3Y | +54.3% | +31.3% | +22.9% | +23.7% |
| 5Y | +26.5% | +8.1% | +18.3% | +17.1% |
| 10Y | +155.6% | +88.9% | +66.6% | +59.7% |
| All | +154.0% | +109.5% | +44.5% | +49.9% |
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