+88.2%
XLRE vs NYT
+489.9%
-401.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -2.4% | +4.6% | -7.0% | -3.3% |
| 3M | -2.5% | -9.6% | +7.1% | -0.9% |
| 6M | +4.0% | -14.0% | +18.0% | +6.5% |
| YTD | +9.3% | -2.8% | +12.1% | +8.9% |
| 1Y | +5.6% | +15.6% | -10.0% | +1.4% |
| 3Y | +31.3% | +56.3% | -25.0% | +16.4% |
| 5Y | +9.5% | +39.5% | -30.0% | -3.2% |
| All | +88.2% | +489.9% | -401.7% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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