+273.0%
EMR vs XLRE
+89.0%
+184.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.0% |
| 7D | -0.4% | -1.2% | +0.7% | +0.4% |
| 30D | -6.8% | -2.4% | -4.4% | -5.2% |
| 3M | +7.5% | -2.5% | +10.0% | +9.0% |
| 6M | +9.9% | +4.0% | +5.9% | +6.6% |
| YTD | +16.0% | +9.3% | +6.7% | +8.8% |
| 1Y | +12.4% | +5.6% | +6.9% | +8.0% |
| 3Y | +60.2% | +31.3% | +29.0% | +31.0% |
| 5Y | +67.9% | +9.5% | +58.3% | +53.8% |
| All | +273.0% | +89.0% | +184.0% | +147.9% |
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