+193.8%
NXPI vs XLRE
+111.8%
+81.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -6.6% | -2.4% | -4.2% | -4.9% |
| 3M | -25.4% | +0.6% | -26.0% | -26.4% |
| 6M | +11.9% | +3.9% | +8.0% | +7.3% |
| YTD | +4.0% | +10.5% | -6.5% | -5.2% |
| 1Y | +1.0% | +8.4% | -7.3% | -6.4% |
| 3Y | +16.3% | +32.8% | -16.5% | -9.2% |
| 5Y | +17.7% | +7.0% | +10.7% | +9.3% |
| 10Y | +195.8% | +83.8% | +112.0% | +91.8% |
| All | +193.8% | +111.8% | +81.9% | +69.6% |
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