+27.8%
EXPE vs XLRE
+7.1%
+20.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +0.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.0% |
| 30D | -13.6% | -2.4% | -11.2% | -12.1% |
| 3M | +25.2% | -2.5% | +27.7% | +27.7% |
| 6M | +22.3% | +4.0% | +18.4% | +19.8% |
| YTD | -0.3% | +9.3% | -9.6% | -9.1% |
| 1Y | +27.8% | +5.6% | +22.2% | +15.8% |
| All | +27.8% | +7.1% | +20.7% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling