+43.1%
MOD vs XLRE
+9.1%
+34.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.7% |
| 7D | +9.6% | -1.2% | +10.8% | +10.3% |
| 30D | 0.0% | -2.8% | +2.8% | +1.5% |
| 3M | -35.4% | -0.2% | -35.2% | -36.7% |
| 6M | -7.3% | +1.9% | -9.2% | -11.6% |
| YTD | +45.8% | +10.6% | +35.2% | +25.4% |
| 1Y | +43.1% | +8.8% | +34.3% | +24.2% |
| All | +43.1% | +9.1% | +34.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling