+884.4%
ETN vs XLRE
+109.5%
+774.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.4% |
| 7D | +3.5% | -1.2% | +4.7% | +4.4% |
| 30D | -7.5% | -2.4% | -5.1% | -6.0% |
| 3M | +8.3% | -2.5% | +10.8% | +9.3% |
| 6M | +20.2% | +4.0% | +16.2% | +15.8% |
| YTD | +34.7% | +9.3% | +25.4% | +25.4% |
| 1Y | +19.4% | +5.6% | +13.9% | +13.7% |
| 3Y | +85.5% | +31.3% | +54.2% | +48.4% |
| 5Y | +186.6% | +9.5% | +177.0% | +159.1% |
| 10Y | +724.7% | +89.0% | +635.7% | +414.7% |
| All | +884.4% | +109.5% | +774.8% | +495.6% |
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