+1,064.5%
MOD vs XLRE
+112.9%
+951.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.8% |
| 7D | +40.4% | +0.8% | +39.6% | +39.6% |
| 30D | -14.0% | +6.9% | -20.9% | -19.6% |
| 3M | -33.3% | -0.8% | -32.5% | -33.6% |
| 6M | -51.4% | +2.1% | -53.5% | -53.4% |
| YTD | +1.6% | +12.6% | -11.0% | -10.0% |
| 1Y | +5.4% | +12.5% | -7.1% | -6.6% |
| 3Y | +191.0% | +44.2% | +146.8% | +108.1% |
| 5Y | +1,093.1% | +9.1% | +1,084.0% | +969.1% |
| All | +1,064.5% | +112.9% | +951.5% | +660.6% |
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