-35.5%
MOD vs XLRE
+12.0%
-47.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | +2.1% | -19.9% | -17.7% |
| 30D | -43.2% | +7.1% | -50.4% | -44.2% |
| 3M | -46.0% | +1.3% | -47.3% | -45.4% |
| 6M | -62.2% | +2.1% | -64.4% | -62.8% |
| YTD | -22.8% | +13.1% | -35.9% | -36.1% |
| 1Y | -35.5% | +11.9% | -47.4% | -45.0% |
| All | -35.5% | +12.0% | -47.5% | -45.0% |
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