+21.8%
ELF vs XLRE
+44.8%
-23.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | +4.3% | -1.2% | +5.4% | +5.2% |
| 30D | +7.7% | +6.4% | +1.4% | +2.8% |
| 3M | +24.7% | +2.0% | +22.7% | +22.7% |
| 6M | +114.6% | +1.8% | +112.9% | +110.7% |
| YTD | +55.8% | +13.2% | +42.6% | +40.4% |
| 1Y | +51.9% | +10.7% | +41.2% | +39.4% |
| All | +21.8% | +44.8% | -23.1% | -20.5% |
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