-99.1%
NVD vs XLRE
+31.2%
-130.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.6% |
| 7D | +10.8% | -1.2% | +12.0% | +10.4% |
| 30D | +0.8% | -2.4% | +3.2% | -0.2% |
| 3M | -20.8% | -2.5% | -18.3% | -21.7% |
| 6M | -41.2% | +4.0% | -45.1% | -39.6% |
| YTD | -44.2% | +9.3% | -53.5% | -41.2% |
| 1Y | -54.2% | +5.6% | -59.7% | -52.6% |
| 3Y | -99.1% | +31.3% | -130.4% | -99.0% |
| All | -99.1% | +31.2% | -130.3% | -99.0% |
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