+120.3%
ET vs XLRE
+109.5%
+10.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.5% |
| 7D | +0.6% | -0.7% | +1.4% | +1.1% |
| 30D | +5.3% | -2.2% | +7.5% | +6.7% |
| 3M | +15.6% | -2.6% | +18.3% | +17.4% |
| 6M | +20.6% | +2.6% | +18.0% | +17.9% |
| YTD | +38.5% | +9.3% | +29.3% | +29.6% |
| 1Y | +35.7% | +7.2% | +28.5% | +28.3% |
| 3Y | +98.4% | +31.3% | +67.0% | +60.6% |
| 5Y | +245.3% | +8.1% | +237.1% | +214.2% |
| 10Y | +173.7% | +88.9% | +84.8% | +45.1% |
| All | +120.3% | +109.5% | +10.8% | -6.2% |
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