-47.7%
QS vs XLRE
+47.0%
-94.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | +0.2% |
| 7D | -5.0% | -2.7% | -2.2% | -1.7% |
| 30D | -18.3% | -2.3% | -16.0% | -16.0% |
| 3M | -26.0% | -3.5% | -22.5% | -24.0% |
| 6M | -24.0% | +1.9% | -25.9% | -27.2% |
| YTD | -50.3% | +8.3% | -58.6% | -56.0% |
| 1Y | -38.0% | +6.4% | -44.4% | -43.6% |
| 3Y | -24.6% | +30.2% | -54.8% | -48.8% |
| 5Y | -75.4% | +8.6% | -84.0% | -78.3% |
| All | -47.7% | +47.0% | -94.7% | -62.8% |
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