+622.4%
QQQ vs XLRE
+107.7%
+514.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.6% |
| 7D | -1.3% | -2.7% | +1.5% | +0.4% |
| 30D | -1.4% | -2.3% | +1.0% | 0.0% |
| 3M | +2.3% | -3.5% | +5.7% | +4.0% |
| 6M | +16.9% | +1.9% | +15.0% | +14.8% |
| YTD | +15.6% | +8.3% | +7.3% | +9.2% |
| 1Y | +22.6% | +6.4% | +16.2% | +16.9% |
| 3Y | +93.5% | +30.2% | +63.3% | +59.9% |
| 5Y | +93.9% | +8.6% | +85.3% | +79.3% |
| 10Y | +564.6% | +87.4% | +477.2% | +344.9% |
| All | +622.4% | +107.7% | +514.6% | +362.5% |
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 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