+566.4%
EWT vs XLRE
+107.7%
+458.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -1.1% | -2.7% | +1.6% | +0.2% |
| 30D | +4.8% | -2.3% | +7.1% | +5.9% |
| 3M | +11.1% | -3.5% | +14.6% | +12.5% |
| 6M | +54.6% | +1.9% | +52.8% | +52.3% |
| YTD | +71.4% | +8.3% | +63.1% | +63.9% |
| 1Y | +82.1% | +6.4% | +75.7% | +75.5% |
| 3Y | +193.2% | +30.2% | +163.0% | +154.2% |
| 5Y | +146.1% | +8.6% | +137.5% | +130.1% |
| 10Y | +505.0% | +87.4% | +417.6% | +318.6% |
| All | +566.4% | +107.7% | +458.6% | +342.4% |
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