-99.1%
NVD vs XLRE
+32.4%
-131.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.1% |
| 7D | +9.0% | -2.7% | +11.8% | +7.9% |
| 30D | -5.5% | -2.3% | -3.1% | -6.3% |
| 3M | -24.6% | -3.5% | -21.1% | -25.8% |
| 6M | -42.1% | +1.9% | -43.9% | -41.0% |
| YTD | -44.3% | +8.3% | -52.7% | -41.5% |
| 1Y | -54.2% | +6.4% | -60.6% | -52.3% |
| 3Y | -99.1% | +30.2% | -129.4% | -99.0% |
| All | -99.1% | +32.4% | -131.5% | -98.9% |
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