-31.1%
NKE vs XLRE
+109.5%
-140.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -4.2% | -1.2% | -3.0% | -3.4% |
| 30D | -8.2% | -2.4% | -5.8% | -6.6% |
| 3M | -19.1% | -2.5% | -16.6% | -17.7% |
| 6M | -32.6% | +4.0% | -36.6% | -34.6% |
| YTD | -40.7% | +9.3% | -50.0% | -44.4% |
| 1Y | -48.9% | +5.6% | -54.4% | -50.9% |
| 3Y | -59.2% | +31.3% | -90.5% | -66.6% |
| 5Y | -75.3% | +9.5% | -84.9% | -77.2% |
| 10Y | -23.1% | +89.0% | -112.1% | -50.7% |
| All | -31.1% | +109.5% | -140.6% | -58.9% |
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 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