-19.9%
NOW vs XLRE
+44.1%
-64.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +0.3% | +0.8% | -0.6% | 0.0% |
| 30D | -27.0% | +6.9% | -33.9% | -28.6% |
| 3M | -19.6% | -0.8% | -18.8% | -19.3% |
| 6M | +17.5% | +2.1% | +15.4% | +16.8% |
| YTD | -33.3% | +12.6% | -45.9% | -36.7% |
| 1Y | -39.8% | +12.5% | -52.3% | -42.9% |
| 3Y | -19.9% | +44.2% | -64.1% | -30.2% |
| All | -19.9% | +44.1% | -64.0% | -30.2% |
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