-52.8%
NRG vs XLRE
+11.7%
-64.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.5% |
| 7D | -17.0% | +2.9% | -19.9% | -18.4% |
| 30D | -21.9% | +7.8% | -29.6% | -25.7% |
| 3M | -32.9% | -1.2% | -31.8% | -32.2% |
| 6M | -48.4% | +2.0% | -50.4% | -49.8% |
| YTD | -48.7% | +12.4% | -61.1% | -52.9% |
| 1Y | -52.8% | +12.1% | -64.9% | -56.6% |
| All | -52.8% | +11.7% | -64.5% | -56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling