+273.7%
ELV vs XLRE
+89.0%
+184.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | 0.0% |
| 7D | +3.2% | -1.2% | +4.4% | +3.9% |
| 30D | +5.4% | -2.4% | +7.8% | +6.9% |
| 3M | +5.4% | -2.5% | +7.8% | +6.8% |
| 6M | +45.7% | +4.0% | +41.7% | +41.8% |
| YTD | +21.2% | +9.3% | +11.9% | +14.1% |
| 1Y | +35.6% | +5.6% | +30.0% | +30.4% |
| 3Y | -2.0% | +31.3% | -33.3% | -19.7% |
| 5Y | +26.0% | +9.5% | +16.5% | +15.0% |
| All | +273.7% | +89.0% | +184.7% | +138.5% |
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 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