-54.2%
NVD vs XLRE
+7.1%
-61.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +10.8% | -1.2% | +12.0% | +11.2% |
| 30D | +0.8% | -2.4% | +3.2% | +1.7% |
| 3M | -20.8% | -2.5% | -18.3% | -20.0% |
| 6M | -41.2% | +4.0% | -45.1% | -38.5% |
| YTD | -44.2% | +9.3% | -53.5% | -44.5% |
| 1Y | -54.2% | +5.6% | -59.7% | -52.2% |
| All | -54.2% | +7.1% | -61.3% | -52.2% |
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