+327.1%
NET vs XLRE
+31.7%
+295.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.5% |
| 7D | -7.0% | -1.2% | -5.7% | -6.2% |
| 30D | -4.8% | -2.8% | -2.0% | -3.1% |
| 3M | +3.8% | -0.2% | +4.0% | +3.5% |
| 6M | +50.0% | +1.9% | +48.1% | +46.3% |
| YTD | +41.5% | +10.6% | +30.9% | +29.3% |
| 1Y | +32.8% | +8.8% | +24.0% | +22.6% |
| All | +327.1% | +31.7% | +295.3% | +212.3% |
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