+238.8%
EQX vs XLRE
+80.8%
+158.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | -3.2% | -1.2% | -2.0% | -2.7% |
| 30D | +7.8% | -2.4% | +10.2% | +9.1% |
| 3M | +21.3% | -2.5% | +23.8% | +22.6% |
| 6M | -22.4% | +4.0% | -26.4% | -23.9% |
| YTD | -11.3% | +9.3% | -20.6% | -15.1% |
| 1Y | +13.5% | +5.6% | +7.9% | +10.3% |
| 3Y | +162.1% | +31.3% | +130.9% | +129.1% |
| 5Y | +84.2% | +9.5% | +74.6% | +71.2% |
| All | +238.8% | +80.8% | +158.0% | +270.5% |
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