+0.6%
EMB vs XLRE
+14.1%
-13.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.4% |
| 7D | +0.7% | +7.1% | -6.4% | -0.6% |
| 30D | +2.3% | +10.9% | -8.6% | +0.3% |
| 3M | -2.5% | +0.7% | -3.2% | -2.8% |
| 6M | -1.1% | +4.1% | -5.2% | -2.1% |
| YTD | -0.6% | +14.5% | -15.1% | -3.3% |
| 1Y | +0.6% | +14.1% | -13.5% | -2.0% |
| All | +0.6% | +14.1% | -13.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling