-12.5%
EFX vs XLRE
+31.2%
-43.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.4% |
| 7D | -4.5% | -1.2% | -3.4% | -3.3% |
| 30D | -6.1% | -2.4% | -3.7% | -3.5% |
| 3M | +6.2% | -2.5% | +8.7% | +9.7% |
| 6M | -11.2% | +4.0% | -15.2% | -14.4% |
| YTD | -21.4% | +9.3% | -30.7% | -28.2% |
| 1Y | -34.3% | +5.6% | -39.9% | -37.7% |
| 3Y | -12.5% | +31.3% | -43.8% | -32.6% |
| All | -12.5% | +31.2% | -43.7% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling