-84.8%
EOSE vs XLRE
+14.1%
-98.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.3% | +9.3% | +12.0% |
| 7D | +9.7% | +7.1% | +2.6% | +9.1% |
| 30D | -34.6% | +10.9% | -45.5% | -35.2% |
| 3M | -50.8% | +0.7% | -51.5% | -50.9% |
| 6M | -66.5% | +4.1% | -70.6% | -67.6% |
| YTD | -81.3% | +14.5% | -95.8% | -85.6% |
| 1Y | -84.8% | +14.1% | -98.9% | -88.0% |
| All | -84.8% | +14.1% | -98.9% | -88.0% |
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