+265.7%
ELF vs XLRE
+85.5%
+180.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | -11.6% | -1.2% | -10.5% | -10.8% |
| 30D | +4.6% | -2.4% | +7.0% | +6.5% |
| 3M | +59.7% | -2.5% | +62.2% | +62.4% |
| 6M | +21.2% | +4.0% | +17.2% | +17.4% |
| YTD | +27.4% | +9.3% | +18.2% | +19.0% |
| 1Y | -29.8% | +5.6% | -35.4% | -32.7% |
| 3Y | -28.5% | +31.3% | -59.7% | -42.2% |
| 5Y | +220.0% | +9.5% | +210.5% | +193.9% |
| All | +265.7% | +85.5% | +180.2% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling