-68.5%
EL vs XLRE
+8.4%
-76.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -6.5% | -1.2% | -5.3% | -5.4% |
| 30D | +11.1% | -2.4% | +13.5% | +13.7% |
| 3M | +10.7% | -2.5% | +13.2% | +13.2% |
| 6M | +6.9% | +4.0% | +2.9% | +2.9% |
| YTD | -6.3% | +9.3% | -15.6% | -13.6% |
| 1Y | +13.5% | +5.6% | +7.9% | +7.9% |
| 3Y | -33.1% | +31.3% | -64.3% | -47.5% |
| All | -68.5% | +8.4% | -76.9% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling