+253.7%
FANG vs XLRE
+109.5%
+144.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.8% |
| 7D | +2.9% | -1.2% | +4.0% | +3.6% |
| 30D | +2.6% | -2.4% | +5.0% | +4.1% |
| 3M | +7.6% | -2.5% | +10.1% | +9.0% |
| 6M | +17.3% | +4.0% | +13.3% | +12.9% |
| YTD | +38.7% | +9.3% | +29.4% | +29.0% |
| 1Y | +51.6% | +5.6% | +46.1% | +44.3% |
| 3Y | +50.0% | +31.3% | +18.7% | +20.5% |
| 5Y | +237.6% | +9.5% | +228.0% | +203.9% |
| 10Y | +180.7% | +89.0% | +91.7% | +96.5% |
| All | +253.7% | +109.5% | +144.2% | +139.8% |
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