+831.1%
NRG vs XLRE
+109.5%
+721.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.0% |
| 7D | -4.7% | -1.2% | -3.5% | -3.8% |
| 30D | -6.0% | -2.4% | -3.6% | -4.2% |
| 3M | -8.0% | -2.5% | -5.5% | -6.6% |
| 6M | -23.2% | +4.0% | -27.1% | -25.6% |
| YTD | -28.1% | +9.3% | -37.3% | -32.9% |
| 1Y | -27.3% | +5.6% | -32.9% | -30.6% |
| 3Y | +208.7% | +31.3% | +177.4% | +145.4% |
| 5Y | +197.7% | +9.5% | +188.1% | +169.8% |
| 10Y | +1,103.3% | +89.0% | +1,014.3% | +570.1% |
| All | +831.1% | +109.5% | +721.6% | +392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling