+1,125.4%
NRG vs XLRE
+87.4%
+1,038.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.9% |
| 7D | -8.9% | -1.8% | -7.0% | -7.5% |
| 30D | -14.1% | -4.7% | -9.3% | -10.8% |
| 3M | -13.2% | -4.1% | -9.1% | -10.9% |
| 6M | -28.6% | +3.6% | -32.2% | -30.7% |
| YTD | -31.2% | +8.5% | -39.7% | -35.5% |
| 1Y | -33.4% | +5.3% | -38.7% | -36.2% |
| 3Y | +192.9% | +29.3% | +163.5% | +136.2% |
| 5Y | +181.8% | +8.4% | +173.4% | +158.1% |
| 10Y | +1,125.4% | +89.9% | +1,035.5% | +572.8% |
| All | +1,125.4% | +87.4% | +1,038.0% | +572.8% |
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