+72.2%
EQX vs XLRE
+8.4%
+63.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.0% |
| 7D | -3.2% | -1.2% | -2.0% | -2.4% |
| 30D | +7.8% | -2.4% | +10.2% | +9.8% |
| 3M | +21.3% | -2.5% | +23.8% | +23.2% |
| 6M | -22.4% | +4.0% | -26.4% | -24.8% |
| YTD | -11.3% | +9.3% | -20.6% | -17.3% |
| 1Y | +13.5% | +5.6% | +7.9% | +8.3% |
| 3Y | +162.1% | +31.3% | +130.9% | +106.4% |
| All | +72.2% | +8.4% | +63.8% | +52.6% |
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