+0.8%
NOW vs XLRE
+6.4%
-5.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.5% |
| 7D | -4.1% | -0.7% | -3.4% | -3.5% |
| 30D | +2.9% | -2.2% | +5.1% | +4.7% |
| 3M | +22.6% | -2.6% | +25.2% | +25.4% |
| 6M | +7.5% | +2.6% | +5.0% | +4.5% |
| YTD | -14.4% | +9.3% | -23.7% | -21.4% |
| 1Y | -29.8% | +7.2% | -37.0% | -34.6% |
| 3Y | +9.2% | +31.3% | -22.1% | -18.7% |
| 5Y | +0.8% | +8.1% | -7.3% | -6.3% |
| All | +0.8% | +6.4% | -5.6% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling