+436.2%
ETSY vs XLRE
+109.5%
+326.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +0.9% |
| 7D | -4.9% | -1.2% | -3.7% | -4.0% |
| 30D | -8.6% | -2.4% | -6.2% | -6.7% |
| 3M | +4.8% | -2.5% | +7.3% | +7.1% |
| 6M | +38.1% | +4.0% | +34.1% | +33.2% |
| YTD | +31.2% | +9.3% | +22.0% | +21.1% |
| 1Y | +22.1% | +5.6% | +16.5% | +16.4% |
| 3Y | +12.2% | +31.3% | -19.0% | -11.7% |
| 5Y | -66.5% | +9.5% | -76.0% | -68.8% |
| 10Y | +433.4% | +89.0% | +344.5% | +209.6% |
| All | +436.2% | +109.5% | +326.7% | +173.9% |
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