+188.9%
ESI vs XLRE
+109.5%
+79.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.3% |
| 7D | +3.9% | -0.7% | +4.7% | +4.5% |
| 30D | -3.8% | -2.2% | -1.6% | -2.1% |
| 3M | -13.1% | -2.6% | -10.5% | -12.0% |
| 6M | +11.3% | +2.6% | +8.8% | +7.9% |
| YTD | +44.1% | +9.3% | +34.8% | +32.6% |
| 1Y | +40.3% | +7.2% | +33.1% | +31.3% |
| 3Y | +84.1% | +31.3% | +52.7% | +45.3% |
| 5Y | +75.8% | +8.1% | +67.7% | +61.7% |
| 10Y | +320.7% | +88.9% | +231.8% | +141.1% |
| All | +188.9% | +109.5% | +79.4% | +41.9% |
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