+120.0%
EWZ vs XLRE
+115.9%
+4.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.8% | +0.8% | -0.1% | +0.1% |
| 30D | -24.4% | +6.9% | -31.3% | -28.2% |
| 3M | -4.6% | -0.8% | -3.8% | -4.3% |
| 6M | -11.6% | +2.1% | -13.7% | -13.5% |
| YTD | +2.4% | +12.6% | -10.2% | -7.2% |
| 1Y | +2.1% | +12.5% | -10.4% | -7.4% |
| 3Y | +18.7% | +44.2% | -25.5% | -13.3% |
| 5Y | +54.2% | +9.1% | +45.0% | +38.3% |
| 10Y | +65.9% | +111.8% | -45.9% | -16.4% |
| All | +120.0% | +115.9% | +4.1% | +8.0% |
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