+35.6%
EL vs XLRE
+109.5%
-73.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.0% |
| 7D | -2.4% | -0.7% | -1.6% | -1.8% |
| 30D | +13.7% | -2.2% | +15.9% | +15.7% |
| 3M | +14.5% | -2.6% | +17.1% | +16.8% |
| 6M | +7.4% | +2.6% | +4.8% | +5.4% |
| YTD | -4.7% | +9.3% | -14.0% | -10.7% |
| 1Y | +12.9% | +7.2% | +5.7% | +7.3% |
| 3Y | -32.2% | +31.3% | -63.6% | -44.1% |
| 5Y | -68.4% | +8.1% | -76.5% | -70.1% |
| 10Y | +28.3% | +88.9% | -60.7% | -12.9% |
| All | +35.6% | +109.5% | -73.9% | -11.2% |
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