-75.0%
QS vs XLRE
+8.4%
-83.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +0.8% |
| 7D | -3.6% | -1.2% | -2.5% | -2.1% |
| 30D | -17.2% | -2.4% | -14.8% | -14.6% |
| 3M | -27.0% | -2.5% | -24.5% | -25.8% |
| 6M | -24.6% | +4.0% | -28.5% | -30.0% |
| YTD | -49.3% | +9.3% | -58.6% | -56.3% |
| 1Y | -40.3% | +5.6% | -45.9% | -45.8% |
| 3Y | -23.8% | +31.3% | -55.1% | -51.8% |
| All | -75.0% | +8.4% | -83.5% | -77.9% |
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