+45.3%
EQT vs XLRE
+109.5%
-64.2%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | -2.0% | -1.2% | -0.8% | -1.4% |
| 30D | 0.0% | -2.4% | +2.4% | +1.3% |
| 3M | +5.9% | -2.5% | +8.4% | +7.1% |
| 6M | -14.8% | +4.0% | -18.8% | -17.0% |
| YTD | +1.8% | +9.3% | -7.5% | -3.8% |
| 1Y | +7.4% | +5.6% | +1.8% | +3.5% |
| 3Y | +33.6% | +31.3% | +2.3% | +13.4% |
| 5Y | +199.3% | +9.5% | +189.8% | +177.8% |
| 10Y | +50.0% | +89.0% | -39.0% | -2.0% |
| All | +45.3% | +109.5% | -64.2% | -6.5% |
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 1990-01-01 to 2026-09-11: 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling