+93.1%
EXPE vs XLRE
+7.1%
+86.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.3% |
| 7D | -8.7% | -2.7% | -6.0% | -6.5% |
| 30D | -13.6% | -2.3% | -11.3% | -11.8% |
| 3M | +26.6% | -3.5% | +30.1% | +30.6% |
| 6M | +19.9% | +1.9% | +18.1% | +17.9% |
| YTD | -1.7% | +8.3% | -10.1% | -8.8% |
| 1Y | +29.4% | +6.4% | +23.1% | +22.0% |
| 3Y | +155.7% | +30.2% | +125.4% | +99.1% |
| 5Y | +93.1% | +8.6% | +84.5% | +78.2% |
| All | +93.1% | +7.1% | +86.0% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling