-30.2%
NVD vs XLRE
+14.1%
-44.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.3% | +3.1% | +5.4% |
| 7D | +15.0% | +7.1% | +7.9% | +13.0% |
| 30D | +39.3% | +10.9% | +28.3% | +36.4% |
| 3M | +3.1% | +0.7% | +2.4% | +2.2% |
| 6M | -19.0% | +4.1% | -23.1% | -19.1% |
| YTD | -35.5% | +14.5% | -50.0% | -33.3% |
| 1Y | -30.2% | +14.1% | -44.3% | -27.6% |
| All | -30.2% | +14.1% | -44.3% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling