-46.7%
QS vs XLRE
+48.3%
-95.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.9% |
| 7D | -3.6% | -1.2% | -2.5% | -2.2% |
| 30D | -17.2% | -2.4% | -14.8% | -14.8% |
| 3M | -27.0% | -2.5% | -24.5% | -25.9% |
| 6M | -24.6% | +4.0% | -28.5% | -29.5% |
| YTD | -49.3% | +9.3% | -58.6% | -55.6% |
| 1Y | -40.3% | +5.6% | -45.9% | -45.3% |
| 3Y | -23.8% | +31.3% | -55.1% | -48.7% |
| 5Y | -75.0% | +9.5% | -84.5% | -78.1% |
| All | -46.7% | +48.3% | -95.0% | -62.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling