+235.6%
ELF vs XLRE
+6.4%
+229.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -2.9% | -3.3% |
| 7D | -6.8% | -0.7% | -6.0% | -6.3% |
| 30D | +5.1% | -2.2% | +7.3% | +6.7% |
| 3M | +79.8% | -2.6% | +82.4% | +82.8% |
| 6M | +29.7% | +2.6% | +27.2% | +27.0% |
| YTD | +31.6% | +9.3% | +22.4% | +23.1% |
| 1Y | -27.9% | +7.2% | -35.1% | -31.6% |
| 3Y | -26.4% | +31.3% | -57.8% | -40.0% |
| 5Y | +235.6% | +8.1% | +227.5% | +224.2% |
| All | +235.6% | +6.4% | +229.2% | +224.2% |
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 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