+147.9%
NTAP vs XLRE
+30.1%
+117.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -1.0% | -2.7% | +1.8% | +0.3% |
| 30D | -7.5% | -2.3% | -5.2% | -6.5% |
| 3M | +14.6% | -3.5% | +18.1% | +16.2% |
| 6M | +91.0% | +1.9% | +89.1% | +87.2% |
| YTD | +73.7% | +8.3% | +65.3% | +64.5% |
| 1Y | +51.2% | +6.4% | +44.8% | +44.5% |
| All | +147.9% | +30.1% | +117.8% | +110.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling