+47.7%
EQT vs XLRE
+107.7%
-60.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -1.2% | -2.7% | +1.5% | +0.3% |
| 30D | +1.1% | -2.3% | +3.4% | +2.3% |
| 3M | +4.8% | -3.5% | +8.3% | +6.6% |
| 6M | -10.6% | +1.9% | -12.4% | -12.0% |
| YTD | +3.4% | +8.3% | -4.9% | -1.8% |
| 1Y | +8.7% | +6.4% | +2.3% | +4.3% |
| 3Y | +35.0% | +30.2% | +4.7% | +15.0% |
| 5Y | +204.2% | +8.6% | +195.6% | +183.7% |
| 10Y | +52.5% | +87.4% | -34.9% | +0.1% |
| All | +47.7% | +107.7% | -60.0% | -4.5% |
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 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