+160.0%
EXPE vs XLRE
+89.0%
+71.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.7% |
| 7D | -5.8% | -1.2% | -4.6% | -4.8% |
| 30D | -13.6% | -2.4% | -11.2% | -11.7% |
| 3M | +25.2% | -2.5% | +27.7% | +28.0% |
| 6M | +22.3% | +4.0% | +18.4% | +18.1% |
| YTD | -0.3% | +9.3% | -9.6% | -8.2% |
| 1Y | +27.8% | +5.6% | +22.2% | +21.3% |
| 3Y | +162.4% | +31.3% | +131.2% | +103.8% |
| 5Y | +95.8% | +9.5% | +86.3% | +77.1% |
| All | +160.0% | +89.0% | +71.0% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling