+86.7%
NDAQ vs XLRE
+30.1%
+56.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | -6.8% | -2.7% | -4.1% | -5.2% |
| 30D | -3.2% | -2.3% | -0.8% | -1.8% |
| 3M | +6.5% | -3.5% | +10.0% | +8.8% |
| 6M | +5.7% | +1.9% | +3.9% | +4.5% |
| YTD | -4.6% | +8.3% | -13.0% | -9.4% |
| 1Y | -1.6% | +6.4% | -8.0% | -5.5% |
| All | +86.7% | +30.1% | +56.6% | +64.0% |
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 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