+666.1%
NTAP vs XLRE
+111.8%
+554.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.3% | -0.3% | +3.6% | +3.5% |
| 30D | -0.2% | -2.4% | +2.2% | +1.2% |
| 3M | +11.4% | +0.6% | +10.8% | +10.6% |
| 6M | +88.7% | +3.9% | +84.7% | +82.5% |
| YTD | +78.9% | +10.5% | +68.4% | +66.6% |
| 1Y | +58.8% | +8.4% | +50.4% | +49.5% |
| 3Y | +153.5% | +32.8% | +120.7% | +107.0% |
| 5Y | +136.7% | +7.0% | +129.7% | +120.0% |
| 10Y | +590.2% | +83.8% | +506.4% | +353.2% |
| All | +666.1% | +111.8% | +554.2% | +372.9% |
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