+1,988.6%
QLD vs XLRE
+112.0%
+1,876.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +1.2% |
| 7D | +0.6% | -1.2% | +1.8% | +2.1% |
| 30D | -0.1% | -2.8% | +2.7% | +3.3% |
| 3M | -8.4% | -0.2% | -8.2% | -9.7% |
| 6M | +32.2% | +1.9% | +30.3% | +26.9% |
| YTD | +28.9% | +10.6% | +18.3% | +11.5% |
| 1Y | +43.8% | +8.8% | +35.0% | +26.3% |
| 3Y | +176.6% | +31.5% | +145.1% | +87.7% |
| 5Y | +121.6% | +6.6% | +115.0% | +106.4% |
| 10Y | +1,652.9% | +84.0% | +1,568.9% | +835.9% |
| All | +1,988.6% | +112.0% | +1,876.6% | +888.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling