+86.6%
XLRE vs ES
+83.3%
+3.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | +0.3% |
| 7D | -2.7% | -3.5% | +0.8% | -0.9% |
| 30D | -2.3% | -3.0% | +0.7% | -0.8% |
| 3M | -3.5% | -0.3% | -3.2% | -3.5% |
| 6M | +1.9% | -5.2% | +7.0% | +4.3% |
| YTD | +8.3% | +4.8% | +3.6% | +5.0% |
| 1Y | +6.4% | +12.7% | -6.3% | -2.2% |
| 3Y | +30.2% | +27.5% | +2.7% | +8.6% |
| 5Y | +8.6% | -4.7% | +13.3% | +7.0% |
| All | +86.6% | +83.3% | +3.3% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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