+513.6%
EWT vs XLRE
+89.0%
+424.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.4% |
| 7D | -1.1% | -1.2% | 0.0% | -0.6% |
| 30D | +4.5% | -2.4% | +6.9% | +5.6% |
| 3M | +8.3% | -2.5% | +10.7% | +9.0% |
| 6M | +54.2% | +4.0% | +50.3% | +50.5% |
| YTD | +74.6% | +9.3% | +65.3% | +66.3% |
| 1Y | +84.9% | +5.6% | +79.3% | +78.9% |
| 3Y | +197.5% | +31.3% | +166.3% | +157.5% |
| 5Y | +150.6% | +9.5% | +141.0% | +133.6% |
| All | +513.6% | +89.0% | +424.6% | +330.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling