+1,591.5%
EME vs XLRE
+107.7%
+1,483.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | +0.9% | -2.7% | +3.7% | +2.7% |
| 30D | -8.4% | -2.3% | -6.1% | -7.1% |
| 3M | -3.6% | -3.5% | -0.1% | -2.1% |
| 6M | +3.6% | +1.9% | +1.7% | +1.4% |
| YTD | +22.5% | +8.3% | +14.2% | +15.2% |
| 1Y | +18.2% | +6.4% | +11.8% | +12.2% |
| 3Y | +238.4% | +30.2% | +208.1% | +176.5% |
| 5Y | +550.5% | +8.6% | +541.9% | +493.5% |
| 10Y | +1,295.3% | +87.4% | +1,207.9% | +835.6% |
| All | +1,591.5% | +107.7% | +1,483.8% | +992.7% |
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 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