+8.1%
XLRE vs ES
-4.5%
+12.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.2% | -1.0% | -1.2% | -1.8% |
| 3M | -2.6% | +1.5% | -4.1% | -3.3% |
| 6M | +2.6% | -3.5% | +6.1% | +3.9% |
| YTD | +9.3% | +7.0% | +2.3% | +5.4% |
| 1Y | +7.2% | +15.3% | -8.1% | -1.4% |
| 3Y | +31.3% | +30.2% | +1.1% | +10.6% |
| 5Y | +8.1% | -4.3% | +12.4% | +9.4% |
| All | +8.1% | -4.5% | +12.7% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling