+309.8%
MOD vs XLRE
+31.7%
+278.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +6.3% | -0.3% | +6.6% | +6.6% |
| 30D | -1.7% | -2.4% | +0.7% | +0.3% |
| 3M | -30.1% | +0.6% | -30.7% | -31.5% |
| 6M | +2.7% | +3.9% | -1.2% | -2.6% |
| YTD | +44.1% | +10.5% | +33.6% | +29.2% |
| 1Y | +38.7% | +8.4% | +30.3% | +26.8% |
| 3Y | +309.8% | +32.8% | +277.0% | +205.8% |
| All | +309.8% | +31.7% | +278.1% | +205.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling