+324.5%
EMR vs XLRE
+111.8%
+212.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.3% |
| 30D | -3.5% | -2.4% | -1.1% | -2.0% |
| 3M | +9.8% | +0.6% | +9.2% | +9.0% |
| 6M | +10.8% | +3.9% | +6.8% | +7.6% |
| YTD | +15.9% | +10.5% | +5.4% | +8.1% |
| 1Y | +16.4% | +8.4% | +8.0% | +9.9% |
| 3Y | +62.1% | +32.8% | +29.3% | +32.1% |
| 5Y | +62.9% | +7.0% | +55.9% | +52.1% |
| 10Y | +267.8% | +83.8% | +183.9% | +141.6% |
| All | +324.5% | +111.8% | +212.7% | +165.9% |
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 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