+322.4%
NET vs XLRE
+42.7%
+279.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.3% | -5.9% | -4.2% |
| 7D | -16.4% | +7.1% | -23.5% | -19.3% |
| 30D | -25.8% | +10.9% | -36.8% | -29.8% |
| 3M | -11.5% | +0.7% | -12.3% | -12.0% |
| 6M | +18.9% | +4.1% | +14.8% | +15.6% |
| YTD | +35.2% | +14.5% | +20.7% | +22.5% |
| 1Y | +14.5% | +14.1% | +0.4% | +3.9% |
| All | +322.4% | +42.7% | +279.7% | +186.9% |
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 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