+114.5%
XLRE vs ES
+109.5%
+5.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +0.8% | +2.7% | -1.9% | -0.6% |
| 30D | +6.9% | +7.6% | -0.6% | +2.8% |
| 3M | -0.8% | +0.5% | -1.3% | -1.3% |
| 6M | +2.1% | +7.6% | -5.5% | -2.1% |
| YTD | +12.6% | +10.2% | +2.4% | +6.1% |
| 1Y | +12.5% | +1.8% | +10.7% | +9.7% |
| 3Y | +44.2% | +55.4% | -11.2% | +8.0% |
| 5Y | +9.1% | +7.3% | +1.8% | +0.5% |
| 10Y | +111.8% | +96.4% | +15.4% | +41.7% |
| All | +114.5% | +109.5% | +5.0% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling