+502.5%
NTRA vs XLRE
+31.2%
+471.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.9% |
| 30D | +4.1% | -2.4% | +6.5% | +5.6% |
| 3M | +50.0% | -2.5% | +52.5% | +51.8% |
| 6M | +67.3% | +4.0% | +63.3% | +62.5% |
| YTD | +43.6% | +9.3% | +34.3% | +34.6% |
| 1Y | +89.2% | +5.6% | +83.7% | +81.4% |
| 3Y | +502.5% | +31.3% | +471.3% | +370.0% |
| All | +502.5% | +31.2% | +471.3% | +370.0% |
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