+139.7%
EFA vs XLRE
+107.7%
+31.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -2.4% | -2.7% | +0.4% | -0.9% |
| 30D | -2.2% | -2.3% | +0.1% | -1.0% |
| 3M | +5.7% | -3.5% | +9.1% | +7.4% |
| 6M | +8.2% | +1.9% | +6.3% | +6.8% |
| YTD | +11.8% | +8.3% | +3.4% | +6.7% |
| 1Y | +18.3% | +6.4% | +11.9% | +14.0% |
| 3Y | +64.9% | +30.2% | +34.7% | +41.1% |
| 5Y | +52.4% | +8.6% | +43.8% | +42.1% |
| 10Y | +142.4% | +87.4% | +55.0% | +68.3% |
| All | +139.7% | +107.7% | +31.9% | +58.9% |
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