-9.3%
EXE vs XLRE
+3.9%
-13.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.9% |
| 7D | -2.7% | -0.7% | -2.0% | -2.9% |
| 30D | -0.4% | -2.2% | +1.9% | -1.0% |
| 3M | +9.5% | -2.6% | +12.1% | +8.5% |
| 6M | -9.3% | +2.6% | -11.9% | -8.0% |
| All | -9.3% | +3.9% | -13.3% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling