+16.9%
QLD vs XLRE
+11.5%
+5.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +12.5% | +0.1% | +12.4% | +12.5% |
| 30D | -15.7% | +6.0% | -21.7% | -15.5% |
| 3M | -11.9% | +0.5% | -12.5% | -11.6% |
| 6M | -10.3% | +1.2% | -11.5% | -10.5% |
| YTD | +15.6% | +12.6% | +3.0% | +8.2% |
| All | +16.9% | +11.5% | +5.4% | +9.8% |
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