+1,520.2%
QLD vs XLRE
+113.6%
+1,406.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | -1.2% | 0.0% | +0.6% |
| 30D | -15.7% | +6.4% | -22.1% | -21.9% |
| 3M | -10.0% | +2.0% | -12.0% | -12.4% |
| 6M | -11.2% | +1.8% | -13.0% | -14.9% |
| YTD | +16.4% | +13.2% | +3.2% | -2.7% |
| 1Y | +12.7% | +10.7% | +2.0% | -3.2% |
| 3Y | +152.3% | +43.7% | +108.6% | +51.1% |
| 5Y | +91.8% | +9.7% | +82.0% | +71.8% |
| 10Y | +1,520.2% | +112.8% | +1,407.4% | +689.3% |
| All | +1,520.2% | +113.6% | +1,406.7% | +689.3% |
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