+750.3%
NVT vs XLRE
+89.4%
+660.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.8% | +4.0% |
| 7D | +4.1% | -1.2% | +5.2% | +5.1% |
| 30D | -5.1% | -2.4% | -2.7% | -3.4% |
| 3M | -1.2% | -2.5% | +1.3% | -0.2% |
| 6M | +46.6% | +4.0% | +42.6% | +40.2% |
| YTD | +60.0% | +9.3% | +50.7% | +46.7% |
| 1Y | +70.8% | +5.6% | +65.2% | +60.7% |
| 3Y | +187.5% | +31.3% | +156.3% | +121.5% |
| 5Y | +426.1% | +9.5% | +416.6% | +368.7% |
| All | +750.3% | +89.4% | +660.8% | +384.3% |
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 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