+154.7%
QLD vs XLRE
+42.8%
+111.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.7% |
| 7D | -1.4% | +2.3% | -3.7% | -2.8% |
| 30D | -19.6% | +7.3% | -26.9% | -23.5% |
| 3M | -14.1% | +0.1% | -14.2% | -14.1% |
| 6M | -13.6% | +2.3% | -15.9% | -16.0% |
| YTD | +12.5% | +13.3% | -0.8% | -0.4% |
| 1Y | +13.1% | +12.0% | +1.2% | +1.1% |
| 3Y | +154.7% | +45.5% | +109.2% | +84.2% |
| All | +154.7% | +42.8% | +111.9% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling