-60.8%
EOSE vs XLRE
+53.0%
-113.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.0% |
| 7D | +1.8% | -1.2% | +3.0% | +3.2% |
| 30D | -6.8% | -2.4% | -4.4% | -4.4% |
| 3M | -36.3% | -2.5% | -33.8% | -35.9% |
| 6M | -38.8% | +4.0% | -42.7% | -43.3% |
| YTD | -65.5% | +9.3% | -74.8% | -70.4% |
| 1Y | -45.3% | +5.6% | -50.9% | -50.6% |
| 3Y | +44.2% | +31.3% | +12.9% | +0.1% |
| 5Y | -69.5% | +9.5% | -79.0% | -73.9% |
| All | -60.8% | +53.0% | -113.8% | -40.1% |
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