-2.1%
EME vs XLRE
+14.1%
-16.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.3% | -13.0% | -9.4% |
| 7D | -5.8% | +7.1% | -12.9% | -5.7% |
| 30D | -17.9% | +10.9% | -28.9% | -18.1% |
| 3M | -22.0% | +0.7% | -22.7% | -22.2% |
| 6M | -29.7% | +4.1% | -33.8% | -31.2% |
| YTD | +4.7% | +14.5% | -9.8% | -2.5% |
| 1Y | -2.1% | +14.1% | -16.2% | -8.7% |
| All | -2.1% | +14.1% | -16.2% | -8.7% |
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