+137.0%
EXPE vs XLRE
+111.8%
+25.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.1% | -7.8% | -7.8% |
| 7D | -9.8% | -0.3% | -9.4% | -9.5% |
| 30D | -11.5% | -2.4% | -9.1% | -9.6% |
| 3M | +21.7% | +0.6% | +21.1% | +21.2% |
| 6M | +10.4% | +3.9% | +6.4% | +6.6% |
| YTD | -2.5% | +10.5% | -13.0% | -10.9% |
| 1Y | +27.3% | +8.4% | +19.0% | +18.4% |
| 3Y | +153.5% | +32.8% | +120.7% | +96.3% |
| 5Y | +91.1% | +7.0% | +84.1% | +76.8% |
| 10Y | +153.1% | +83.8% | +69.3% | +64.2% |
| All | +137.0% | +111.8% | +25.2% | +45.6% |
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 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