+146.5%
MOD vs XLRE
+42.8%
+103.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +8.9% |
| 7D | -13.9% | +2.3% | -16.2% | -15.6% |
| 30D | -41.5% | +7.3% | -48.8% | -45.0% |
| 3M | -45.7% | +0.1% | -45.8% | -46.0% |
| 6M | -61.1% | +2.3% | -63.4% | -62.5% |
| YTD | -20.5% | +13.3% | -33.8% | -30.2% |
| 1Y | -32.1% | +12.0% | -44.1% | -39.6% |
| 3Y | +146.5% | +45.5% | +101.0% | +66.5% |
| All | +146.5% | +42.8% | +103.6% | +66.5% |
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