+88.2%
XLRE vs EFV
+169.9%
-81.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | -2.4% | +0.6% | -3.0% | -2.9% |
| 3M | -2.5% | +7.5% | -10.0% | -7.6% |
| 6M | +4.0% | +13.0% | -9.1% | -5.3% |
| YTD | +9.3% | +18.3% | -9.0% | -4.0% |
| 1Y | +5.6% | +26.7% | -21.1% | -11.9% |
| 3Y | +31.3% | +89.6% | -58.3% | -19.5% |
| 5Y | +9.5% | +98.2% | -88.7% | -35.6% |
| All | +88.2% | +169.9% | -81.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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