+142.5%
ED vs XLRE
+111.8%
+30.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | +1.1% | -2.4% | +3.5% | +2.5% |
| 3M | +4.6% | +0.6% | +4.1% | +4.3% |
| 6M | -2.0% | +3.9% | -5.9% | -4.3% |
| YTD | +11.7% | +10.5% | +1.2% | +5.2% |
| 1Y | +15.7% | +8.4% | +7.4% | +10.1% |
| 3Y | +34.4% | +32.8% | +1.6% | +11.9% |
| 5Y | +67.3% | +7.0% | +60.3% | +56.3% |
| 10Y | +104.0% | +83.8% | +20.2% | +30.7% |
| All | +142.5% | +111.8% | +30.7% | +51.6% |
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