+1,728.6%
QLD vs XLRE
+82.9%
+1,645.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.8% |
| 30D | -1.8% | -2.2% | +0.4% | +0.8% |
| 3M | -0.1% | -2.6% | +2.5% | +1.8% |
| 6M | +32.6% | +2.6% | +30.0% | +26.0% |
| YTD | +27.9% | +9.3% | +18.7% | +12.0% |
| 1Y | +40.3% | +7.2% | +33.0% | +25.2% |
| 3Y | +182.5% | +31.3% | +151.2% | +90.5% |
| 5Y | +122.5% | +8.1% | +114.4% | +103.3% |
| 10Y | +1,728.6% | +88.9% | +1,639.6% | +861.6% |
| All | +1,728.6% | +82.9% | +1,645.6% | +861.6% |
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 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