-33.5%
EL vs XLRE
+30.1%
-63.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.5% |
| 7D | -4.4% | -2.7% | -1.6% | -1.7% |
| 30D | +10.3% | -2.3% | +12.6% | +12.9% |
| 3M | +13.4% | -3.5% | +16.8% | +17.2% |
| 6M | +3.1% | +1.9% | +1.2% | +1.0% |
| YTD | -6.9% | +8.3% | -15.3% | -14.0% |
| 1Y | +11.9% | +6.4% | +5.5% | +5.2% |
| All | -33.5% | +30.1% | -63.6% | -48.5% |
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