+138.6%
NOK vs XLRE
+89.0%
+49.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.3% |
| 7D | +11.0% | -1.2% | +12.1% | +11.7% |
| 30D | +7.8% | -2.4% | +10.3% | +9.3% |
| 3M | -21.0% | -2.5% | -18.5% | -20.4% |
| 6M | +40.9% | +4.0% | +36.9% | +36.6% |
| YTD | +72.0% | +9.3% | +62.7% | +61.6% |
| 1Y | +140.9% | +5.6% | +135.3% | +130.3% |
| 3Y | +194.3% | +31.3% | +163.0% | +143.7% |
| 5Y | +112.5% | +9.5% | +103.0% | +94.7% |
| All | +138.6% | +89.0% | +49.5% | +64.6% |
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