+1,258.4%
NET vs XLRE
+45.1%
+1,213.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.8% | -6.5% | -6.9% |
| 7D | -21.2% | +2.9% | -24.1% | -23.0% |
| 30D | -31.1% | +7.8% | -38.9% | -35.2% |
| 3M | -16.5% | -1.2% | -15.4% | -16.1% |
| 6M | 0.0% | +2.0% | -2.0% | -2.6% |
| YTD | +24.0% | +12.4% | +11.6% | +10.9% |
| 1Y | +7.0% | +12.1% | -5.1% | -4.1% |
| 3Y | +279.6% | +39.8% | +239.7% | +178.5% |
| 5Y | +24.0% | +8.9% | +15.1% | +11.6% |
| All | +1,258.4% | +45.1% | +1,213.3% | +1,014.0% |
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