+172.1%
NXT vs XLRE
+20.1%
+152.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.4% |
| 7D | -1.9% | -1.2% | -0.7% | -1.3% |
| 30D | -20.0% | -2.4% | -17.6% | -19.0% |
| 3M | -30.7% | -2.5% | -28.2% | -30.2% |
| 6M | -29.0% | +4.0% | -32.9% | -31.6% |
| YTD | -4.8% | +9.3% | -14.1% | -11.7% |
| 1Y | +22.8% | +5.6% | +17.2% | +16.7% |
| 3Y | +93.9% | +31.3% | +62.7% | +48.5% |
| All | +172.1% | +20.1% | +152.0% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling