+886.3%
MOD vs XLRE
+110.8%
+775.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -17.8% | +2.1% | -19.9% | -19.8% |
| 30D | -43.2% | +7.1% | -50.4% | -47.0% |
| 3M | -46.0% | +1.3% | -47.3% | -47.2% |
| 6M | -62.2% | +2.1% | -64.4% | -63.8% |
| YTD | -22.8% | +13.1% | -35.9% | -31.9% |
| 1Y | -35.5% | +11.9% | -47.4% | -42.5% |
| 3Y | +128.2% | +43.7% | +84.6% | +63.6% |
| 5Y | +791.6% | +9.7% | +781.9% | +695.2% |
| 10Y | +886.3% | +113.0% | +773.3% | +539.7% |
| All | +886.3% | +110.8% | +775.5% | +539.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling