+34.3%
MOD vs XLRE
+7.6%
+26.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | +3.6% | -0.7% | +4.3% | +4.0% |
| 30D | -2.6% | -2.2% | -0.4% | -1.5% |
| 3M | -33.1% | -2.6% | -30.5% | -33.0% |
| 6M | -7.5% | +2.6% | -10.1% | -13.7% |
| YTD | +39.3% | +9.3% | +30.0% | +19.8% |
| 1Y | +34.3% | +7.2% | +27.0% | +16.7% |
| All | +34.3% | +7.6% | +26.6% | +16.7% |
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 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