-29.3%
ETHA vs XLRE
+12.6%
-41.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.7% |
| 7D | -2.4% | -2.7% | +0.3% | +0.1% |
| 30D | +30.9% | -2.3% | +33.2% | +33.9% |
| 3M | +51.1% | -3.5% | +54.6% | +55.6% |
| 6M | +20.5% | +1.9% | +18.7% | +16.4% |
| YTD | -17.3% | +8.3% | -25.6% | -25.0% |
| 1Y | -43.2% | +6.4% | -49.6% | -47.5% |
| All | -29.3% | +12.6% | -41.8% | -52.5% |
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