+106.4%
XLRE vs EFV
+157.1%
-50.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -2.7% | -2.0% | -0.7% | -1.4% |
| 30D | -2.3% | -0.2% | -2.2% | -2.2% |
| 3M | -3.5% | +9.1% | -12.6% | -9.2% |
| 6M | +1.9% | +11.7% | -9.8% | -5.9% |
| YTD | +8.3% | +17.0% | -8.7% | -3.3% |
| 1Y | +6.4% | +26.7% | -20.3% | -10.3% |
| 3Y | +30.2% | +90.2% | -59.9% | -17.7% |
| 5Y | +8.6% | +96.1% | -87.5% | -33.3% |
| 10Y | +87.4% | +164.5% | -77.1% | -9.7% |
| All | +106.4% | +157.1% | -50.8% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling