+302.3%
NEM vs XLRE
+89.0%
+213.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.5% |
| 30D | +7.8% | -2.4% | +10.2% | +9.0% |
| 3M | +30.2% | -2.5% | +32.7% | +31.4% |
| 6M | +9.6% | +4.0% | +5.6% | +7.6% |
| YTD | +27.8% | +9.3% | +18.5% | +22.7% |
| 1Y | +60.7% | +5.6% | +55.1% | +56.5% |
| 3Y | +245.3% | +31.3% | +214.0% | +207.1% |
| 5Y | +155.3% | +9.5% | +145.8% | +139.7% |
| All | +302.3% | +89.0% | +213.3% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling