+313.8%
ELF vs XLRE
+87.6%
+226.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.6% |
| 7D | +5.4% | -1.2% | +6.6% | +6.3% |
| 30D | +27.0% | -2.8% | +29.8% | +29.6% |
| 3M | +113.2% | -0.2% | +113.4% | +112.9% |
| 6M | +36.6% | +1.9% | +34.6% | +34.1% |
| YTD | +44.2% | +10.6% | +33.7% | +33.4% |
| 1Y | -18.0% | +8.8% | -26.8% | -23.2% |
| 3Y | -19.9% | +31.5% | -51.5% | -35.5% |
| 5Y | +257.7% | +6.6% | +251.1% | +235.3% |
| All | +313.8% | +87.6% | +226.2% | +180.3% |
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