-98.6%
FCUV vs XLRE
+89.0%
-187.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.8% |
| 7D | -66.5% | -1.2% | -65.3% | -66.2% |
| 30D | +5.0% | -2.4% | +7.4% | +6.4% |
| 3M | +63.8% | -2.5% | +66.3% | +65.4% |
| 6M | -67.8% | +4.0% | -71.8% | -69.0% |
| YTD | -82.4% | +9.3% | -91.7% | -83.5% |
| 1Y | -94.7% | +5.6% | -100.3% | -95.0% |
| 3Y | -99.3% | +31.3% | -130.5% | -99.4% |
| 5Y | -99.9% | +9.5% | -109.4% | -99.9% |
| All | -98.6% | +89.0% | -187.6% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling