+561.4%
NFLX vs XLRE
+107.7%
+453.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | -8.1% | -2.7% | -5.3% | -6.8% |
| 30D | +1.6% | -2.3% | +4.0% | +2.8% |
| 3M | -7.3% | -3.5% | -3.8% | -5.7% |
| 6M | -21.6% | +1.9% | -23.5% | -22.4% |
| YTD | -18.9% | +8.3% | -27.3% | -22.1% |
| 1Y | -39.1% | +6.4% | -45.5% | -41.1% |
| 3Y | +71.7% | +30.2% | +41.4% | +47.4% |
| 5Y | +27.0% | +8.6% | +18.3% | +18.9% |
| 10Y | +687.7% | +87.4% | +600.3% | +456.1% |
| All | +561.4% | +107.7% | +453.6% | +327.3% |
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 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