+1,381.0%
NET vs XLRE
+47.8%
+1,333.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -5.1% |
| 7D | -16.4% | +7.1% | -23.5% | -20.9% |
| 30D | -25.8% | +10.9% | -36.8% | -31.8% |
| 3M | -11.5% | +0.7% | -12.3% | -12.4% |
| 6M | +18.9% | +4.1% | +14.8% | +13.9% |
| YTD | +35.2% | +14.5% | +20.7% | +19.1% |
| 1Y | +14.5% | +14.1% | +0.4% | +1.1% |
| 3Y | +313.8% | +42.4% | +271.4% | +199.1% |
| 5Y | +32.6% | +11.2% | +21.4% | +17.4% |
| All | +1,381.0% | +47.8% | +1,333.2% | +1,096.4% |
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