+108.1%
XLRE vs QSR
+196.8%
-88.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -1.2% | -4.0% | +2.8% | +0.2% |
| 30D | -2.4% | +2.8% | -5.2% | -3.4% |
| 3M | -2.5% | +5.1% | -7.6% | -4.3% |
| 6M | +4.0% | +8.8% | -4.8% | +0.6% |
| YTD | +9.3% | +14.8% | -5.5% | +3.5% |
| 1Y | +5.6% | +25.7% | -20.1% | -3.4% |
| 3Y | +31.3% | +27.5% | +3.7% | +17.8% |
| 5Y | +9.5% | +41.3% | -31.7% | -6.3% |
| 10Y | +89.0% | +133.8% | -44.8% | +32.8% |
| All | +108.1% | +196.8% | -88.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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