+174.9%
NVS vs XLRE
+89.0%
+85.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | -14.3% | -1.2% | -13.1% | -13.9% |
| 30D | -10.0% | -2.4% | -7.5% | -9.0% |
| 3M | -10.9% | -2.5% | -8.4% | -10.0% |
| 6M | -12.0% | +4.0% | -15.9% | -13.4% |
| YTD | +2.5% | +9.3% | -6.8% | -1.1% |
| 1Y | +10.7% | +5.6% | +5.1% | +8.3% |
| 3Y | +53.3% | +31.3% | +22.0% | +36.7% |
| 5Y | +93.6% | +9.5% | +84.1% | +83.3% |
| All | +174.9% | +89.0% | +85.8% | +110.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling