+45.0%
NSC vs XLRE
+6.4%
+38.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.7% |
| 7D | -2.0% | -0.7% | -1.3% | -1.6% |
| 30D | -3.2% | -2.2% | -1.0% | -1.8% |
| 3M | +3.9% | -2.6% | +6.5% | +5.7% |
| 6M | +7.8% | +2.6% | +5.2% | +5.8% |
| YTD | +13.4% | +9.3% | +4.1% | +6.8% |
| 1Y | +20.3% | +7.2% | +13.1% | +14.6% |
| 3Y | +76.1% | +31.3% | +44.8% | +46.0% |
| 5Y | +45.0% | +8.1% | +36.9% | +34.1% |
| All | +45.0% | +6.4% | +38.6% | +34.1% |
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