+1,445.3%
MOD vs XLRE
+87.4%
+1,357.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.9% |
| 7D | -3.9% | -2.7% | -1.2% | -1.7% |
| 30D | -9.6% | -2.3% | -7.3% | -7.8% |
| 3M | -30.6% | -3.5% | -27.1% | -29.2% |
| 6M | -10.9% | +1.9% | -12.8% | -13.4% |
| YTD | +34.3% | +8.3% | +25.9% | +24.2% |
| 1Y | +18.3% | +6.4% | +11.9% | +11.3% |
| 3Y | +281.9% | +30.2% | +251.7% | +201.7% |
| 5Y | +1,486.4% | +8.6% | +1,477.8% | +1,340.2% |
| All | +1,445.3% | +87.4% | +1,357.9% | +904.8% |
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