+5.4%
MOD vs XLRE
+11.5%
-6.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.9% |
| 7D | +40.4% | +0.8% | +39.6% | +40.4% |
| 30D | -14.0% | +6.9% | -20.9% | -15.2% |
| 3M | -33.3% | -0.8% | -32.5% | -32.1% |
| 6M | -51.4% | +2.1% | -53.5% | -52.2% |
| YTD | +1.6% | +12.6% | -11.0% | -12.8% |
| 1Y | +5.4% | +12.5% | -7.1% | -8.9% |
| All | +5.4% | +11.5% | -6.2% | -8.9% |
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