+17.6%
NSC vs XLRE
+11.5%
+6.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.5% | +0.8% | +1.6% | +1.9% |
| 30D | +1.7% | +6.9% | -5.2% | -2.6% |
| 3M | -2.6% | -0.8% | -1.7% | -1.8% |
| 6M | +6.4% | +2.1% | +4.3% | +4.9% |
| YTD | +15.5% | +12.6% | +2.9% | +4.5% |
| 1Y | +17.6% | +12.5% | +5.1% | +6.6% |
| All | +17.6% | +11.5% | +6.1% | +6.6% |
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