+625.8%
NTAP vs XLRE
+89.0%
+536.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.9% | +7.7% | +8.0% |
| 7D | +7.4% | -1.2% | +8.5% | +8.2% |
| 30D | -1.4% | -2.4% | +1.0% | +0.1% |
| 3M | +24.6% | -2.5% | +27.1% | +26.2% |
| 6M | +105.9% | +4.0% | +101.9% | +99.1% |
| YTD | +88.5% | +9.3% | +79.2% | +76.6% |
| 1Y | +62.1% | +5.6% | +56.5% | +55.1% |
| 3Y | +169.1% | +31.3% | +137.8% | +120.4% |
| 5Y | +141.9% | +9.5% | +132.3% | +121.2% |
| All | +625.8% | +89.0% | +536.7% | +370.8% |
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