-71.3%
QS vs XLRE
+14.1%
-85.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.2% | +5.6% |
| 7D | +4.5% | +7.1% | -2.6% | +0.7% |
| 30D | -4.1% | +10.9% | -15.1% | -9.3% |
| 3M | -22.1% | +0.7% | -22.9% | -23.1% |
| 6M | -38.4% | +4.1% | -42.5% | -41.5% |
| YTD | -57.5% | +14.5% | -72.0% | -65.4% |
| 1Y | -71.3% | +14.1% | -85.4% | -76.4% |
| All | -71.3% | +14.1% | -85.4% | -76.4% |
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