+122.1%
QLD vs XLRE
+8.1%
+114.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.0% | -0.3% | +3.3% | +3.3% |
| 30D | -1.8% | -2.4% | +0.6% | +0.9% |
| 3M | -1.8% | +0.6% | -2.4% | -4.0% |
| 6M | +36.9% | +3.9% | +32.9% | +27.9% |
| YTD | +28.7% | +10.5% | +18.2% | +10.8% |
| 1Y | +41.9% | +8.4% | +33.5% | +24.6% |
| 3Y | +184.2% | +32.8% | +151.4% | +83.3% |
| 5Y | +122.1% | +7.0% | +115.1% | +111.6% |
| All | +122.1% | +8.1% | +114.0% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling