+255.7%
EW vs XLRE
+111.8%
+143.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -3.3% | -2.4% | -0.9% | -1.9% |
| 3M | +1.0% | +0.6% | +0.4% | +0.4% |
| 6M | +6.2% | +3.9% | +2.3% | +3.0% |
| YTD | +1.7% | +10.5% | -8.8% | -5.4% |
| 1Y | +8.1% | +8.4% | -0.3% | +1.7% |
| 3Y | +17.1% | +32.8% | -15.7% | -5.6% |
| 5Y | -29.4% | +7.0% | -36.4% | -33.7% |
| 10Y | +121.7% | +83.8% | +37.9% | +45.4% |
| All | +255.7% | +111.8% | +143.9% | +113.7% |
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