-69.6%
EOSE vs XLRE
+8.4%
-78.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.2% |
| 7D | +1.8% | -1.2% | +3.0% | +3.5% |
| 30D | -6.8% | -2.4% | -4.4% | -4.0% |
| 3M | -36.3% | -2.5% | -33.8% | -35.8% |
| 6M | -38.8% | +4.0% | -42.7% | -44.2% |
| YTD | -65.5% | +9.3% | -74.8% | -71.3% |
| 1Y | -45.3% | +5.6% | -50.9% | -51.8% |
| 3Y | +44.2% | +31.3% | +12.9% | -9.7% |
| All | -69.6% | +8.4% | -78.1% | -73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling