+158.5%
EWZ vs XLRE
+112.0%
+46.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.2% |
| 7D | +6.5% | -1.2% | +7.7% | +7.4% |
| 30D | +4.8% | -2.8% | +7.7% | +7.0% |
| 3M | +9.9% | -0.2% | +10.1% | +9.6% |
| 6M | +1.9% | +1.9% | 0.0% | +0.1% |
| YTD | +20.3% | +10.6% | +9.7% | +10.8% |
| 1Y | +35.6% | +8.8% | +26.8% | +26.3% |
| 3Y | +43.4% | +31.5% | +11.9% | +12.8% |
| 5Y | +55.9% | +6.6% | +49.4% | +42.5% |
| 10Y | +84.2% | +84.0% | +0.1% | +5.5% |
| All | +158.5% | +112.0% | +46.5% | +29.0% |
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