+327.3%
EWY vs XLRE
+107.7%
+219.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.7% |
| 7D | +1.2% | -2.7% | +3.9% | +2.8% |
| 30D | +9.3% | -2.3% | +11.6% | +10.8% |
| 3M | +2.4% | -3.5% | +5.9% | +3.7% |
| 6M | +40.3% | +1.9% | +38.4% | +37.3% |
| YTD | +88.0% | +8.3% | +79.7% | +77.2% |
| 1Y | +143.8% | +6.4% | +137.4% | +132.0% |
| 3Y | +217.8% | +30.2% | +187.5% | +164.3% |
| 5Y | +142.7% | +8.6% | +134.1% | +123.0% |
| 10Y | +291.7% | +87.4% | +204.3% | +146.8% |
| All | +327.3% | +107.7% | +219.5% | +157.8% |
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