+785.8%
NEM vs XLRE
+109.5%
+676.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | +3.1% | -0.7% | +3.8% | +3.4% |
| 30D | +10.0% | -2.2% | +12.2% | +11.0% |
| 3M | +30.9% | -2.6% | +33.5% | +32.1% |
| 6M | +10.5% | +2.6% | +8.0% | +9.2% |
| YTD | +29.7% | +9.3% | +20.5% | +24.9% |
| 1Y | +71.1% | +7.2% | +63.9% | +65.9% |
| 3Y | +252.1% | +31.3% | +220.8% | +216.1% |
| 5Y | +157.7% | +8.1% | +149.6% | +143.9% |
| 10Y | +319.4% | +88.9% | +230.4% | +232.0% |
| All | +785.8% | +109.5% | +676.3% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling