-27.0%
ETHA vs XLRE
+13.5%
-40.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.4% | +2.4% |
| 7D | +3.5% | -1.2% | +4.6% | +4.6% |
| 30D | +35.3% | -2.4% | +37.7% | +38.5% |
| 3M | +50.9% | -2.5% | +53.4% | +53.9% |
| 6M | +22.1% | +4.0% | +18.1% | +15.5% |
| YTD | -14.6% | +9.3% | -23.9% | -23.2% |
| 1Y | -42.8% | +5.6% | -48.4% | -46.6% |
| All | -27.0% | +13.5% | -40.5% | -51.4% |
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