+40.3%
QLD vs XLRE
+7.6%
+32.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +1.9% | -0.7% | +2.6% | +1.9% |
| 30D | -1.8% | -2.2% | +0.4% | -1.7% |
| 3M | -0.1% | -2.6% | +2.5% | -0.3% |
| 6M | +32.6% | +2.6% | +30.0% | +26.5% |
| YTD | +27.9% | +9.3% | +18.7% | +20.1% |
| 1Y | +40.3% | +7.2% | +33.0% | +30.5% |
| All | +40.3% | +7.6% | +32.6% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling