+11.8%
NOW vs XLRE
+31.7%
-19.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.9% | -5.0% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | +7.5% | -2.4% | +9.9% | +8.5% |
| 3M | +17.5% | +0.6% | +17.0% | +17.6% |
| 6M | +7.9% | +3.9% | +4.0% | +5.9% |
| YTD | -12.4% | +10.5% | -22.9% | -16.8% |
| 1Y | -28.6% | +8.4% | -36.9% | -31.5% |
| 3Y | +11.8% | +32.8% | -21.0% | -4.4% |
| All | +11.8% | +31.7% | -19.9% | -4.4% |
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