+13.5%
EL vs XLRE
+7.1%
+6.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.2% |
| 7D | -6.5% | -1.2% | -5.3% | -5.4% |
| 30D | +11.1% | -2.4% | +13.5% | +14.0% |
| 3M | +10.7% | -2.5% | +13.2% | +13.4% |
| 6M | +6.9% | +4.0% | +2.9% | +1.7% |
| YTD | -6.3% | +9.3% | -15.6% | -15.3% |
| 1Y | +13.5% | +5.6% | +7.9% | +3.4% |
| All | +13.5% | +7.1% | +6.3% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling